Nkrs
It really starts to pay off once you take advantage of the libraries and methods. I'm keeping my thesis in sync with the source code of the accompanying program because the .tex file is linked directly to the source file. It takes only a couple of seconds to rebuild the PDF file, mostly because it is doing syntax highlighting for an 800 line program.
Mark Dain
Huh that's interesting - can you explain? Do you embed source code in the document with syntax highlighting? That sounds pretty cool. I'd like to be able to include graphs, maybe as an image from gnuplot but I know you can do some shapes like chemical structures directly in LaTeX. It's a really awesome system!
Nkrs
Yes, I am doing exactly that. My entire program sits in one Matlab file in a separate directory, and I use the Minted package (which in turn calls Pygments for syntax highlighting) to display relevant snippets which I cut out of the original source file by specifying the starting and ending line. You can do graphs directly in LaTeX using the TikZ package which I think is included by default in many LaTeX distributions: texample.net/tikz/...