[Joel]

In my experience using InDesign when working in PrePress/commercial printing, along with working with Graffle and Visio, I find that best practice is to export from OmniGraffle as PDF for inclusion within InDesign; I seem to recall Visio 2002 being able to export to Adobe Illustrator or EPS format, however I don't see this option available in Visio 2003.

HTH,