Question: What is the quickest and best way to export a plot image from Mathematica to a $\LaTeX$ Editor? Is there something quicker than exporting it to an image and then including it in the $\LaTeX$ document?

Answer: 
The absolutely fastest way I know to get high-quality `latex` output is:

* Make sure you use **LyX** as the editor (<http://www.lyx.org/>)
* In MMA, highlight the plot, select "Copy as ... PDF" from the `Edit` menu
* In Lyx, paste wherever you want, that's it.
* The `PDF` will be saved under a default numbered file name (you can optionally rename it)
* Run `pdflatex` from the `View` menu

**Edit**

Copying as `PDF` may not be available on all platforms - but you asked for the fastest way to export a plot image to a $\LaTeX$ editor, and this is it. My platform is Mac OS X. On other platforms, LyX is also available, but the "Copy As..." function may not offer `PDF`. Then you have to choose whatever other format that platform offers.

**Edit 2: copying complex graphics: 3D plots, contour plots, etc.**

As has been noted in [this post on $\LaTeX$ and Mathematica](https://mathematica.stackexchange.com/q/736/245), you can no longer rely on `EPS` as an acceptable file format for exporting graphics, because it can't handle opacity and can't be used in `pdflatex` workflows. 

Unfortunately, this means that answers based on `Save As ... LaTeX document` are simply **not ready for production use** at this point, because that method relies on `EPS` files. 

On the other hand, copying as `PDF` can also have *one* problem: the large file size created especially when attempting to convert `Graphics3D` objects to `PDF`. 

Fortunately, that can be avoided by making sure that Mathematica automatically rasterizes 3D graphics upon export to `PDF`. There is an export option `"AllowRasterization"->True`, but I found a method that produces better quality rasterization without setting that option. The reason it's relevant here is that this approach works with copy-and-paste, too. It's described [here](http://pages.uoregon.edu/noeckel/MathematicaGraphics.html#PDF3D) and [here](https://groups.google.com/d/msg/comp.soft-sys.math.mathematica/GyzqqkudKp8/1lAqLMYOf7kJ), and I'll just give the recipe below: start the notebook with this initialization:

```
Map[SetOptions[#, 
    Prolog -> {{EdgeForm[], Texture[{{{0, 0, 0, 0}}}], 
       Polygon[#, VertexTextureCoordinates -> #] &[{{0, 0}, {1, 
          0}, {1, 1}}]}}] &, {Graphics3D, ContourPlot3D, 
   ListContourPlot3D, ListPlot3D, Plot3D, ListSurfacePlot3D, 
   ListVectorPlot3D, ParametricPlot3D, RegionPlot3D, RevolutionPlot3D,
    SphericalPlot3D, VectorPlot3D}];

```

Now all exported and copied `PDF` of 3D graphics will be a wrapper for a print-quality high resolution image instead, and pasting it into LyX works in the blink of an eye.

The list of 3D plot functions in the command above can be extended to include some notoriously unwieldy 2D plot functions as well, e.g., `ContourPlot`, `DensityPlot` etc. They have a lot in common with 3D graphics in that they tend to produce huge numbers of polygons to create colored regions or gradients. For my own use, I didn't include these functions in the list above because I prefer to employ a couple of homemade substitutes for these functions that produce rasterized color gradients in their own special way.
The way I do this is by creating a directory structure like the following:

```none
project
project/figures

```

The LaTeX file is in `project`, the figures are in `figures`. I put the notebook(s) used to generate the figures in `project` as well, but you can make a separate directory for them.

The notebooks start with

```
SetDirectory@FileNameJoin[{NotebookDirectory[], "figures"}]

```

and ends with 

```
ResetDirectory[]

```

The figures are then `Export`ed to PDF files. Some tips on how to do this effectively are in this thread:

* [$\LaTeX$ and Mathematica](https://mathematica.stackexchange.com/questions/736/latex-and-mathematica)

The key point is that I export all figures to the correct final size, ensuring that the font sizes will be consistent (e.g. in all figures the fonts will be precisely 8 pt big). (Re-)evaluating the notebook will produce all figures and save them directly into the figure directory.

For the LaTeX part, I use the `graphicx` package and compile everything with `pdflatex`. (`pdflatex` directly supports PDF, PNG and JPEG images.) In the preamble I include `\graphicspath{{./figures/}}`, so I can avoid specifying the full figure path. I include the figures using `\includegraphics{figname}`, *without* writing the file extension. This way, if later it turns out that everything needs to be converted to EPS from PDF (`figname.pdf` --> `figname.eps`), I won't need to modify the LaTeX source, I can simply switch from compiling with `pdflatex` to compiling with `latex`.

If some figures need to be post-processed manually using some illustration software, I export them to a separate directory, then copy the final result manually. I keep all figures under version control (in addition to the figure notebook), in case re-evaluating the figure code will overwrite and break something.