How to include high resolution figures in Latex?

This could be the most frustrating and time consuming thing ever if you don't know how to go about it!

1. First get your image into Word. (If you are copying it from Visio, use Paste Special and choose Enhanced Metafile. This makes the image extra sharp and clear at every zoom level).
2. Then crop/resize it until you are satisfied with its size. Make sure you are currently in Print Layout with a 100% zoom factor.
3. Now you need to trim off the paper size to make it equal to the size of the image. For this, click on the image and go to the Format bar and check its height and width. Specify the same height and width in the Paper Layout using custom size. Also, reset all margins and gutter to 0. If Word pops an alert just Ignore.
4. Lastly, use Save As to save your word document as a PDF.(e.g. MyFigure )
5. Then in Latex, use the following code:

\begin{figure}
\centering
\includegraphics[width=\linewidth]{MyFigure.pdf}
\caption{This is my figure}
\label{fig:MyFigure}
\end{figure}