The Visio "Save as Web Page" feature (updated in Visio 2003) is really great if you need to put your diagram on the web (File>Save as Web Page...). It goes way beyond just showing you a static image -- you can also pan and zoom, check out the custom properties behind a shape, search the document, and switch pages. Here is an example of a cross functional flowchart saved using this feature.
Some people have noticed that in Windows XP SP2, the Internet Explorer information bar pops up if you open one of these pages saved locally. This happens because by default IE blocks scripts on your local hard drive from executing, and Visio uses scripts to allow all that functionality I described above. This is kind of a pain, but doesn't happen when you have the web page saved on a web site or a file share (the file I linked to above is not modified at all). You can feel free to share those Visio web pages without worrying about your viewers having to deal with security dialogs.