Anyone got a good and preferably cheap and easy way to do this? The closest I got was to save a file to .SVG and use Inkscape to convert it to XAML. All lines and such converted nicely, but all the text was just a pile of text on top of the document. I also tried importing the DXF to Adobe Illustrator and using Mike Swansons AI to XAML export plugin, but that didn't work on my files. I just says something like "unable to save".
UPDATE:
I've tested Visio, I was unable to make it read a single DXF file. Eventually I downloaded AutoCAD LT, made a drawing with 2 lines, a box and some text. Saved it to all available formats and tried to import all files into Visio. No go. I really wonder how Visio can claim it supports DXF files.
I've tested 3D PaintBrush, and as I suspected it only worked on 3D models. My drawings are simple 2D drawings with some lines, boxes, paths and some text.
I feel quite sure Zam 3D will also only import 3D objects, but I am going to test it (even if I think I have tried it earlier).
Most of the links to conversion tools are outdated, and the few that remains are 3D tools. I was able to convert a PDF document today, but that also just exported the text as paths and not text objects (which I really need).
I also looked into BAML (Binary Xaml), and it seems that the support for creating and working with BAML will be quite good in .Net 4, as it is pratically non-existing in 3.5. But I suppose that if I manage to convert the files propely they will be small enough to handle as XAML files (the ones I've tried now converts to 3.5 mb and loads really slowly).