I agree that including figures is a strong part of LaTeX, I believe, as you have good control over it. What takes times, is drawing a diagram to illustrate something.

Resorting to external tools and inserting is OK, but you often don't have the same visual quality as the rest of the document. Here I don't know many really good tools. That's why people still take a lot of time with pstricks, TikZ and the likes!