If you print to postscript it should be fine. When you don't print to postscript the EPS uses the low res screen view.
Thanks
You should only use EPS format if your printer supports PostScript -- most home/small office printers do not. Try using the PDF format. Unfortunately, MS Office products don't always play nicely with high-end graphics applications.
If you are using CS then go to File>Save for MS Office.
If you are using 10 go to File>Save for Web and choose PNG.
There are plenty of other formats you can save as other than those you listed:
Just go to File>Export. A 300dpi tiff will give better results that the eps (but it will create a large file).
The beauty of the PNG is that not only does it print nicely and it is a small file size, but it also displays very nicely on screen.
Otherwise, I agree that PNG is the way to go.