I quite often would like to draw graphics in my Latex documents using Mathematica. I have encountered three problems. I would like to know if there are any workarounds to these problems

I would like to make my graphics homogeneous with my document. That means that I would like to use the same font in the graphics (labels for axis etc) as the main text. Mathematica does not support computermodern. I found a workaround using PSFrag, saving graphics as EPS. It is possible using PSfrag to rename the text in the graphic into Latex code. A big downside is that this method does not allow me to use pdflatex. Many other packages (hyperlink) therefore do not work.

3Dgraphics objects are extremely big. If I save it using a bitmap, the picture usually becomes horrible.

I often would like to use transparancy. If I use Opaque to make some part of the graphic transparant, the exported file in Mathematica is horrible.

Thanks for any answers.

PS: I think Latex is a good tag to have, but I cannot create it.