I use Inkscape to create figures which I then export as PDF and inlcude in my *tex source, then compile with pdflatex.
I used to use the Latex Render feature in inkscape to include math formulae and symbols in the diagram, but the resulting equations are difficult to edit and lay out (Inkscape just treats each letter as an object). I found that I could just use text mode in inkscape and add unicode characters for math symbols and greek letters. Although this is not as rich as, say, equation mode with the Latex Render it is much easier to handle as text in Inkscape.
My question is: Are there any issues with having unicode characters in a PDF figure which gets compiled by pdflatex, given that pdflatex does not handle unicode in the tex file?