Academics from mathematical fields tend to use LaTeX. One way to compile a PDF is with pdflatex, which can import .png, .jpg, and .pdf images. This means you’d need to be able to get your vector images into .pdf format conveniently. This tends to be easy on traditional Unixy systems. I believe on osx too(?). Many theses and textbooks are typeset with LaTeX. I used it for my PhD thesis. Advantages include: a plain tex…
Yes, I use Latex on my Mac Book Pro (Snow Tiger). Works very well.
When I used to use MikTeX on Windows (8 years ago now) saving figures to .eps or .pdf from most applications was possible but a bit tricky. It often involved printing to file with the right postscript driver [1], then fiddling with bounding boxes and running through epstopdf. Most Unix graphics applications produce postscript and/or pdf pretty easily. I think osx with its Qwartz stuff will too.
[1] e.g. Apple Color LW 12/660 PS with "optimized for portability" turned on.