In addition to using Distiller, it should presumably also be possible
to create a PostScript file from within Stata and then use ps2pdf (a
shell script which uses Ghostscript to convert PostScript files to
PDF). I use ps2pdf occasionally, though since I do most of my work
on OS X I haven't needed it for Stata graphs (as Kit notes above),
and thus haven't tried it (perhaps someone else has some experience
here?). Of course you won't have all the options you have with
Distiller, but the advantage is that the same method would work on
any platform Ghostscript runs on (virtually all). And using -shell-
you could easily drive this from within Stata.
Good point. Another consideration: one may want more control over the
inclusion of graphs in documents than PDF format affords: this format
is perhaps most useful for producing full-page figures for a
presentation handout (although they can be scaled as you wish to fit in
the body of a document). Although TeXShop (excellent and freeware)
makes it very easy to include a PDF in a LaTeX document, one has more
control over the outcome if .eps format (which works on all
Stata-supported OSes) is used in graph export. That is the recommended
scheme for Stata Journal and Stata Press.
