LaTeX and accompanying packages include powerful vector graphics features, especially for mathematical diagrams. I've already made good use of XYPic to include a rudimentary diagram in a document. Looked a little math-y, but that's what I get for using math typesetting software. :)
This introduction to GraphViz and dot makes me wonder if GraphViz is worth adding to the toolset, or if I should just learn the LaTeX ways of doing the same things. I get the impression I ought to be able to use GraphViz PostScript output in my LaTeX documents, but it'd be nice if I could keep the diagram description in the document itself.
Incidentally, to include GraphViz output in a LaTeX document, generate PostScript with "dot" (dot MYFILE.dot -Tps -oMYFILE.ps), then use the "epsf" package to include the resulting PostScript file:
\documentclass{article}
\usepackage{epsf}
\begin{document}
\epsfbox{MYFILE.ps}
\end{document}