InDesign creates ists previews when you import the file. The only thing you can do is to use high quality preview display.
What file type do you use, when you import Illustrator files? AI or PDF? Don't use EPS.
Meh. That's what I feared. Lame.
Thanks for your reply. Marked as answered.
BTW, EPS? I thought EPS had been shot in the face about 20 years ago...
EDIT: to reply to your quesiton, I use AI files with PDF compliance (to get previews in InDesign)
willi is just naturally cautious when it comes to EPS
Which is a sane thing I'll add.
There is a Display Performance preference that lets you alter the definition of High Quality, Typical, and Fast. So you could change your Typical setting to a higher quality for Vector art and leave Raster Images as proxies. You can also choose whether to Anti-Alias from the preference.
The display quality can also be at an object level, so if you check Preserve Object-Level Display Settings in the preference, you'll get the option to change a selected object's display via a right-click or Object>Display Performance.