So with any sedimentary rocks, they will only be suitable for paleomag if they are iron bearing - but there's a serious caveat here - the iron bearing minerals have to be ORIGINAL and dating back to the rock's deposition. Minerals can change, oxidize, or be deposited via groundwater, and postdate the rock's deposition significantly. I guess it depends on what you want, really - sedimentary rocks that are *possibly* suitable may be filtered based on mineralogy, but the upshot is that you may not know how much original magnetism is there (or is recoverable) until you actually study some samples. If you want a rule of thumb potential for paleomag, than any red sedimentary rock is at least a candidate.
Here's a good reference on minerals that will be of interest:
And finally, my gut feeling is to be wary of a conglomerate for other reasons - the larger clasts themselves will be older, and may contain magnetic minerals as well, far predating the deposition of the rock. The data may prove too noisy to interpret.