I just realised that the fonts in eps files produced with the "usetex"
switch where not T1 fonts. The fix is quite easy, during the LaTeX
compiling we should include a package that provides T1 fonts. Not I am
not sure which one to use. I like the lmodern, but it is not available
everywhere (on Ubuntu it is not installed by default with LaTeX). The
package "times" is more universal, but has less international glyphs.
Yet this is a low hanging fruit that will improve the look of the pdf
files created by matplotlib.