To complement Kostya's answer, here is a way to turn hand-drawings into something looking vaguely professional using inkscape, very quickly (and for free).
- Draw something on paper.
- Take a photo in good light conditions, and drag the photo file into inkscape.
- Select the photo in inkscape and press Shift + Alt + B at the same time (this starts the bitmap function).
- Tweak the parameters until you're happy with them (click "update" to preview), then click "OK".
- Delete the underlying image, an svg (vector graphics) picture will have been generated on top of it.
- Go to "document properties" to tweak the page size.
- Press Ctrl + Shift + E to open the export function, and export it.
- You get an image (png or jpg) which you can include using various packages into a LaTeX file.
This gives the middle image (the above process took ~10 seconds):
Because it's an svg file, you can use the node tool (select the line drawing, then press N) to tweak the image a bit, change its colour, etc., e.g. giving the above picture on the right.
Here is another example, based on a random maths drawing I found online. The last one took about a minute to (badly) edit.
Tip: do not delete the inkscape file, so that you can re-edit the image later if you like.