It may sound complex, but in practice it’s very quick; you’ll only ever have
to paste twice to get sharp vector paths from Illustrator.
Smart Objects
Pasting elements as smart objects doesn’t come with the same issue (at
least not in Photoshop CS5 anyway). I like to use Shape layers, though: they
allow more control and editability and have better anti-aliasing.
Pixel perfect vector nudging
When nudging vector points, Photoshop exhibits some strange behavior,
related to how far you’re zoomed in. At 100%, nudging with the arrow keys
will move your vector point exactly 1 pixel. At 200%, nudging moves the
point by half a pixel. At 300%, it moves by a third of a pixel.
The behavior seems intentional, but it’s not usually what I’m after. Most of
the time, I want to nudge in whole pixel increments. Here’s how you can do
that, without zooming out to 100%.
Open your document, and then create a second window by going to
Window → Arrange → New Window. You can then resize the new window
and place it out of the way.