pstoedit and [X]fig
With [X]fig, you can already make a
figure and, setting the special flag to a text zone, you already can put on your
figures some LaTeX code, and export in the combined mode
either in postcript or pdf.
In the combined Postscript/LaTeX, if your file is named
figure.fig, it creates a
figure.pstex file which is the postcript version of
your fig figure without the special-tagged texts, and a
figure.pstex_t file which juste include the
figure.pstex (with the
\includegraphics command) and adds the
LaTeX text at the right place.
In the combined Pdf/LaTeX, this is the same except that
figure.pstex is named figure.pdf and
figure.pstex_t is named figure.pdf_t
and includes figure.pdf.
If you like to avoid the graphic interface, this ca be done in
command line with fig2dev.
fig2dev -L pstex_t figure.fig figure.pstex_t
fig2dev -L pstex figure.fig figure.pstex
If you do not have a fig figure,
you can transform a postcript file into a fig one with
pstoedit
(try pstoedit -dis -f fig example.eps > example.fig ).