I can recommend [Ipe](http://ipe.otfried.org/) from personal experience, although it has been a few years since I've used it.

It is a little clunky, but it will dovetail with your version of LaTeX quite well. You can add preambles to pull in LaTeX packages to your figures, so you can get the fonts in your figures to match the ones in your LaTeX document, for example. You can also save and load Ipe figures in PDF format, so they are easy to include in LaTeX documents.