Thank you for your detailed answer, James.
My completely blind guess is that if I save every icon mae in Illustrator as an EPS, then open it with PhotoShop and save it with 700 dpi or more, then convert it into high quality .png with transparency I will be able to get an image that preserves the vector look as much as possible.
My guess is that PhotoShop will do a much better job of converting the image into a higher quality .png.
But I cannot figure out the step by step process.
Right now I have around 12 icons in one .ai page. What would you do, step by step, if you followed my theory? I'm tring to find a rational workflow, different from the 12 or 13 steps (some of them useless, I think) I'm now going through. That is, how to convert each individual image to EPS, how to bring them into PS, do I have to save them as .psd or eps in PS after that?, how would you convert them to high quality png after that, what are the Save us parameters I should use in each program (i.e., interlaced/non interlaced, etc,), etc.
Thanks a lot!
Daniel