What to do with Mathematica 3.0 graphics in LaTeX? There are different methods, but this discusses going the route Mathematica Graphic to EPS file to PDF file to LaTeX. This works best for Mac OS X folks using the wonderful (and free) TeXShop to typeset LaTeX.
Note: If the numbering of the lists below is a bit off, it could be because of the browser you are using. iCab 4.7.1 has no problem. Microsoft Internet Explorer 5.1 for the Mac does.
Display["file name", %, "EPS"]
picture = GraphCommandOfSomeSort
Display["file name", picture, "EPS"]
This method is probably better, since it allows some jockying if the picture isn't quite right, and won't lead to exporting odd things when you forget what the last command did.
Do not try to save files directly PDF files, or the Classic Layer will crash. Every time, as far as I can tell.
You may think that this method would always work. Wrong. The graph might still not render correctly as an EPS file. So... try the following:
\includegraphicscommand without a suffix. There is an optional [width=] argument for the size.
The graph still might not import properly. Here is list of situations when the PDF has been messed up.
I infer this, because the graph produced by this has boxes (unprintable characters) in place of the slashes.