One package that that I like to use (when quasi-wysiwyg LaTeX in figures seems desirable) is: IPE. It is extremely simple to use, extensible too (I think), and works directly with PDF. If you don't feel like programming Tikz, pgf, etc. in detail, then IPE might prove to be very useful (also easy to install, as it comes as a package for Ubuntu). A link to the IPE Wiki is here. and the Wikipedia article is here.