PDF figures

[Karl Berry]

    maybe I _can_ deal with .pdf image files ...

Indeed.  BTW, you can also use the gv previewer to view both pdf and ps
files (on Unix).  It uses ghostscript as a backend.
http://www.gnu.org/software/gv.

On Windows there is gsview (on ghostscript.com).

There is also a standalone xpdf previewer on Unix.  It's what I spend
most of my editing life in, these days.
  http://www.foolabs.com/xpdf/

    The problem I encountered when trying out pdflatex was that PSTricks

Yeah, pstricks and pdf is yet another topic.  Here are the most likely
ways I know of to get pdf output from documents that need pstricks:

1) latex -> dvi -> dvips -> ps2pdf.

2) latex -> dvi -> dvipdfm.  (Or dvipdfmx, these days.)

3) use the ps4pdf package, which allows creating the final document
   directly with pdf(la)tex; a preliminary run with latex etc. is needed first.
  CTAN location: http://tug.org/tex-archive/macros/latex/contrib/ps4pdf/
  TUGboat article: http://tug.org/TUGboat/Articles/tb22-4/tb72voss4pdf.pdf
    (The article also briefly discusses some other approaches.)

HTH,
karl