Optimizing Images

I am trying to build an online portfolio, I do ALOT of Adobe Illustrator vector drawings, and I am having some troubles when I import images into Flash MX. I know I am supposed to import them to the same size I am going to use them at, 72 dpi, RGB (save for web). Is there any specific way i am supposed to save them as? JPEG? PNG? GIF? or should I just export an .ai as a .Swf and drop it in?? I am looking for what everyone else is, less overall file size and with more clearity on in the image. I am also saving alot of these from Illustrator 10 / CS, and a few from Photoshop 7 / CS.

Mostly I am looking to keep my .SWF file as small as possible, while the image still being clear.

Any help is greatly appreciated, thanks my fellow artists.