Use file > place (which creates a smart object). If using paste, paste as a smart object, so you can resize it again and again without quality loss.
But please consider that a Smart Object will output as pixel data even in pdf and eps; if one wanted to maintain paths in those formats one would have to paste as paths and recreate the objects as layers with Vector Masks.
also, make sure that the Photoshop document you're importing into
is at the "highest possible resolution [and color space]" you need
(that depends on the final output device—screen, printer)
if you design for an sRGB monitor, it's relatively simple
just make the document the size of that
but if you design for a wide Hexachrome printer,
you have some investigating work to do