TpX Software for diagram drawing with .eps export capabilities, (excellent  for figure creation for latex documents)
http://tpx.sourceforge.net/ , Manual , TPX Demo Capabilities

Inkscape Open source graphics editor with capabilities similar to ilustrator , corel draw or Xara X using the W3C standard Scalable Vector Graphics (SVG) format. It can be use in conjunction with TpX to draw ilustrations for Latex.
http://www.inkscape.org/

Exporting for Publication
This article describes how to turn figures into publication-ready Encapsulated Postscript (EPS) files using a MATLAB script
http://www.mathworks.com/company/newsletters/digest/june00/export/

The Not So Short Introduction to LATEX
Good introductory tutorial to writing LATEX documents
LateX Tutorial

Wikibook on Latex
Excellent book with great amount of examples and tricks for latex typesetting
http://upload.wikimedia.org/wikibooks/en/2/2d/LaTeX.pdf