How to put nice R graphics into powerpoint

Well it would be more logical for Microsoft to support pdf!

Definitely, but M$ never does anything based on whether it makes sense 
- they do whatever will tie their users even more to M$ - which is 
keeping WMF to be the only format they support :).

As for a R-based solution, a pict device would solve my problem just 
as well as a wmf device.

I suspect that PICT is too legacy a format, but with some luck there 
may be a way to export Quartz to PICT ... I'll give it a shot (being a 
Mac user only since OS X I didn't know of vector PICT ...).

Cheers,
Simon