what do you exactly mean "they're gone or embedded"
when you place images in AI = if you have checked place images in the dialog, the images are dinamically linked with your file. this is the right way of doing stuff. but keep the images in one folder for later work
when you embed art they are part of your AI file = the file is bigger now.
if you want to save for ai10 then while you are working link the files
and then output as pdf:press quality 1.4. pdf
use pdf for sending the file to a print shop
otherwise you have to copy the folder with the links
or emebed the links which is a bad idea (if the files are huge)