Exporting as an image is the quickest way of getting a file for review or print, I agree. But creating and using them can be tricky if you're unsure how it works - and thus involve more time if you do the trial-and-error approach by subsequently printing each dpi and size adjustment value.
I rather use the CAM processot and do it exactly the same way as mentioned, but use The Gimp or Graphic Converter, should I run into a lack of Photoshop. 
The PS or EPS files can be post-processed with any modern image editor (e.g. all of the above). On Linux and MacOS, no additional software has to be installed to use postscript ([E]PS files), on Windows just download the free Ghostscript and GSView or use the professional Acrobat.
BTW, it's not really that simple to export as a PNG or JPG, because hitting the exact printer's dpi can become difficult, and really fixing for the high dpi numbers of todays laser or ink jet printers can easily lead to ridiculously large file sizes that are more difficult to handle than the CAM processor anyway. The actual result would also depend on the picture viewer's and the printer driver's processing.
IMHO, the CAM processor is a lot more flexible and gives consistent results, you just have to get used to the window handling and the file (extension) naming scheme. The tutorial explains it all. Nothing is more frustrating than having a board etched and drilled just to find out that it scaled a couple percent off or that the prints on the two board sides are misaligned due to different processing...
Have fun,
Sebastian.
PS: Pinkmouse, I just describe it the 'official' way as I see myself confronted with a lot of Eagle related posts on diyaudio.com lately. Most of them result from new users intuitively using Eagle like a drawing program, which it just isn't. No offense... 
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A little doubt on Eagle, how to print the PCB to transfer?
