Although clipart has a bit of a bad reputation with the Office suite of products, I used to use them a lot and decompose them into reusable shapes. Keynote doesn’t have as much of these prepared, and you’re often forced to resort to lossy formats such as GIF or JPG. Fortunately I found that a cool tool called svg2Key that converts SVGs as made available by OpenClipart to a format that is Keynote friendly.
Updated: 10 September 2012
It looks like the svg2key tool doesn’t work on Mac lion. The alternative I found was another tool made available called svg2keynote
