The OGG format is an open and free standard with no patent and license restrictions. Nowadays, there is no clear standard for this format. Also you should understand that OGG is just a container for video and sound, and may contain streams encoded by different audio and video codecs.
WMA is an abbreviation of Windows Media Audio. The WMA format is designed by Microsoft as an alternative to MP3. The WMA format is characterized by good compression ability and competes with the audio format from Apple AAC. This file format is supported by many portable audio players like the most widespread and common MP3.