...links palette flyout menu, select image(s) choose relink and locate file(s), ensure you have linking enabled in the place dialog to keep file size down, same with any new images you place, there is a check box to look for...
...worth keeping your used images in the same folder as your illustrator file to avoid linking trouble on your machine or when burning to disk...
...also when saving to ai native format, turning off pdf compatability can reduce file size, however you'll need it on if placing ai files into indesign...
...there is an applescript that ships with illustrator that can collect linked images used, along with the currently opened ai file, it won't however collect fonts...
...this can be found in the scripting folder within the illustrator folder...
Andrew