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Generally PDF figures are preferred for LaTeX code.
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There are many useful commands in Linux for converting between different types of figures, e.g.,
convert,pdf2ps, etc. So it does not matter much which types of figures you produce. You can always convert them into other format when needed. -
The
psfragpackage is useful for editing EPS figures. If you use it in your LaTeX code, you have to compile your code using commandslatex,dvi2psandps2pdfin sequence. -
Vector figures (EPS, PDF, etc) can be too big sometimes (e.g., if you do scatter plot). In this case, you'd better use non-vector pictures (e.g., png, jgp, etc).
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To include figures in a frame in beamer, you must use the option
[fragile]for that frame. For example\begin{frame}[fragile] \begin{figure} \includegraphics{graph1} \caption{captiontext} \label{figurelabel} \end{figure} \end{frame}