This also makes me wonder about your printer.... I work at a small print shop and we can use ai files, but I prefer eps. I've dealt with other shops that can't use ai but CAN use eps and that's how I usually save my work when it's going to a vendor (or pdf). If your printer can accept InDesign files, they can certainly handle eps files placed within it. Or if you're sending a pdf, you can use either format in ID and it won't make a difference in the end.
(SoCoQueen, copying and pasting is not a good way to place images... you need to link it to the actual file, especially if it will be printed on an offset press! And, correct me if I'm wrong, but I think that changes vector to raster also.)