I've been long time Visio user until about 2 years ago when I switched to linux. I started using Open Office Draw and one particularly nice feature it has is being able to export to PDF format.
I tried running Visio in CrossOver Pro 8.0.0 and found it to be running pretty well. Additionally, after installing cups-pdf, I am now able to "print" to my pdf_printer. All in all, Visio IMHO beats Draw by all counts and now I can do what I was able to do in Draw as well. :)
Surprisingly enough, the PDFs are saved in vector format, so I can even open them in Inkscape for example and touch up as needed.
Next problem to solve is to find a format that can be opened by both Visio and other linux programs. I tried in Visio saving as SVG and WMF files (which Inkscape can open), but after I did that, Visio was not able to open its own files. SNAFU. If anybody has ideas, feel free to chime in.
D