Usually when you're writing in LaTeX you want some pretty illustrations. Right now for geometry figures I use GeoGebra, which is easy enough; but I usually see better figures on other papers.
Plus, it is not all about geometry: I would like to easily make some custom drawing, so the software should allow me to "write" on the screen (a bit like MSPaint does; but paint looks horrible)
For example say I want to create on the pc this image:
How do I do that? (This one has been written down on paper and then scanned)
Any help or advice is appreciated.
Tikz is a popular drawing tool for $\LaTeX$. It is fairly dificult to get going, but the manual is very valuable, and there is also a tex SE site. With a lot of valuable information.
What you can do with it is endless, but it will take time. Note that it is also possible to make simple figures/diagrams in programs such as maple, mathematica and the like and export the images to pdf/post script to include into your document. I've done both in the past and it has worked quite well.