I am working on Windows XP, using Visio for drawing. My procedure to produce an EPS graphics is printing Visio page to PS -> PS to EPS using GSView. There are many other ways to get EPS out of Visio drawing. MetafileToEPSConverter is a good tool highly recommended, and remember to adjust its printing quality to higher than 600 dpi to get nice figures in PS file.
If you have adjusted your system DPI setup recently for your new big LCD, then you may find your old EPS files cannot be displayed correctly any more in a new PS file. The symptom is that the graphics just flashes and disappears, and leaves a blank space. The solution is just to change the DPI setup to the old value.
The other problem I encountered was that the font in EPS files looked weird and some characters were even missing. When embedded them in LaTeX documents, the graphics was simply not there. Later I figured out that that might caused by the Ghostscript, it was solved when I updated both GSview and Ghostscript to the latest versions.