Using steel conduit as a ground intermitantly. Any problems with this?
First, EMT or other non-flexible metal conduit is totally valid as a grounding path, as long as you are using the fittings correctly. (conduit nuts on the boxes, coupler clamp screws or sleeves tightened).  You do not need a ground wire also, unless you're really into belt-and-suspenders. 

Second, multiple circuits in a conduit can share 1 ground wire. So even if you were in plastic conduit, 1 ground wire big enough for the biggest circuit will do it.  But don't do this with neutrals, ever!!! Neutrals can't ever be shared (except in an MWBC, that is designed to do that).

As a sidebar... Current flows in loops, and neutral is the return half of the loop.  It's completely unlike ground, which is only a safety shield.  So even though we seem to treat neutrals and grounds equally (no breakers or switches, bars tied at the panel), neutral is actually an equal partner to hot. We don't breaker it because it can't overload since it's only returning current for its partner hot(s)... but that requires getting it right. 

When you transition from Romex/NM/UF to metal conduit wiring, look for (or make) a ground hole tapped for a #10-32 screw in the back of the metal junction box.  You can attach a ground wire to that and pigtail it to your Romex/NM/UF grounds.  

Conduit fill limits.  You are only allowed so many wires in a conduit due to physical space, but Ecnerwal has that covered. 

Conduit circuit limits.  You are only allowed, short version: 4 circuits in 1 conduit.  The gory details are 9 wires. However, that only counts for wires that are able to carry the full circuit current if all loads drew max amperage.  So for instance if you have two 3-way travelers, only 1 is hot at a time, so those 2 count as 1 wire.  A neutral in a 120/240V split-phase circuit doesn't count, because X amps on neutral means X fewer amps on a hot. 

But for instance, say you carry hot+neutral up a pipe to a GFCI recep, and then carry protected hot and neutral back down the pipe to protect other outlets.  That counts as 4 wires/2 circuits because the downline could be maxed out.  

Mandatory marking. When putting multiple circuits in a conduit, you MUST mark them in some way to distinguish which wires are with which.  It may seem like "ehh, 3 white wires all to the neutral bar, and 3 black wires all to 15A breakers who cares", but that's a codevio and you'll pay for it later with difficulty maintaining that circuit.  I recommend using colored tape, which is sold in 5-packs for $5 at the home store.  In conduit, if you tag a white wire with colored tape, that does NOT make it a hot wire (as it would in cable).  

So for instance you could have "Blue Circuit", with both hot and neutral marked with colored tape near both ends.  You could even have "Green Circuit", since you're not allowed to remark wires to be ground wires (anywhere in >=6 AWG wire), so a green tape marking doesn't make them grounds.

You use THWN individual wires, readily available in 11 colors.  Here, native green must be ground. Native white and gray must be neutral.  All other colors are usable for hot.  I own 11 colors of THWN wires for that very purpose.  (don't have pink, but do have blue/red stripe).  

For much easier handling, you can use stranded wire.  However you can't use backstabs, and it is difficult for novices to terminate on a screw terminal (socket or switch). They make "Screw-and-clamp" sockets and switches that make this easy.