This feature is actually mentioned on the OmniGraffle web site, but I think it worth publishing here on Mac OS X Hints as well because it is very cool.
Create an outline using OmniOutliner, and save it. Now drag the file onto the OmniGraffle icon. OmniGraffle will display the outline as a diagram. If you happen to be making a diagram that has a hierarchical organization, it is much easier to make it as an outline first. And even if this is a feature you could never use yourself, it's worth trying it out once anyway just to see it :-)
OmniGraffle will also display Project Builder project files, which could be very handy for Cocoa programmers, as well as some other formats.
[Editor's note: If you aren't familiar with them, OmniOutliner is a program that tries to let you capture your thoughts in an outline format, and OmniGraffle is a charting package. Both have freely downloadable versions available for you to try before buying, and are well worth a download.]