tabert,
The best format is an .ai file itself as long as you have saved it as "Create PDF compatible file".
You can also import a .pdf file which will be smaller once imported, as will an .eps file which will be converted by OSX's Quartz filters into a pdf.
The great advantage of all these formats is that they will be razor sharp at any size as long as they have nothing but vector (drawing) content, and correctly set up they have transparent backgrounds.
Also you get a full preview of them (except the eps before import) in either Finder, Finder's Cover Flow or Pages' Media Browser should you choose to drag a folder load of files to that.
The most compact and convenient file of all is an Illustrator .eps file converted in Preview into a .pdf, but there are some conditions to this. The Preview .pdfs are best if the vectors are simply outlines and simple fills due to Apple only using a relatively low version .pdf format (v1.3).
Peter