When exporting rather complicated plots (especially ListDensityPlot) as a PDF or EPS (for publication, for example), the resulting file size can be quite large. For
ListDensityPlot
If you are exporting as PDF, EPs or WMF, then the text should remain as vectors even if you have a rasterized component to the graphics.
I think the trick is to set the number of plot points to some low number in the ListDensityPlot command and then export as PDF as normal.