Adobe Illustrator and Adobe InDesign integrate in a cool way when it comes to images. Let's say you have a layered image in Illustrator. When you insert that illustrator .ai file into InDesign, you can turn the layers on or off within InDesign itself. This control with the layers allows you to use the same image multiple times without duplicating it or exporting it to another format.
Here's a screencast showing how I implemented this integration in one of my guides. (My voice is kind of soft here because it's late and I didn't want to wake up the kids.)
To turn the layers on or off in InDesign, select the image, and then go to Object > Object Layer Options.
In the screencast, I also noted some more obvious integration points with images between these two applications. First, you can leave your file in the .ai format (or .psd if working with Photoshop) without exporting it to a JPG, GIF, or some other format. When you insert the file as a linked file, you can continue to edit the file within Illustrator and then just update the linked image in InDesign to get the latest edits.
This integration can be infinite, I believe. I didn't explain this in the screencast, but with my Illustrator image, the image itself was made up of about 8 separate images that reside in their own Illustrator files. Each of the .ai files is inserted as a linked image into the master diagram .ai file. This master diagram is then inserted into InDesign. So if I open one of those supporting image files (for example, the firewall icon file), and update that, the changes propagate through all other files where I've inserted the image.
Given this integration, if you're using InDesign as your authoring tool (which I do for quick reference guides), I highly recommend using another Adobe suite product, such as Illustrator or Photoshop, as your graphics tool, especially if your graphics have layeres.
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