Is it possible to create vector objects as compound shapes as you draw them (automatically)?

Question

I'd like to start utilizing Illustrator more frequently for web and user interface design projects, but I still like taking everything into Photoshop for final rendering and compositing (and the simple fact that most developers want psds, not ai files). However, I find that the only way to successfully transfer all of the vector artwork from Illustrator and preserve it as vector objects in Photoshop (when exporting) is to manually convert every individual vector object in Illustrator to a Compound Shape (by selecting the shape and clicking Make Compound Shape from the Pathfinder palette menu). This can be very tedious if it has to be done after the design is complete, and very inefficient if you convert every object as you draw it.
Is there a way to set Illustrator to automatically create every vector object drawn as a Compound Shape without having to manually convert it?
A little background on this issue...
Adobe Illustrator allows you to export your Illustrator document as a Photoshop document. However, Compound Paths (not Compound Shapes - see this article for not-so-great explanations comparing the two) – which is the default attribute applied to all of Illustrator's basic vector objects – do not convert into vector objects when the exported document is opened in Photoshop. Rather, the vector objects drawn in Illustrator get flattened into raster layers in Photoshop, making them poor candidates for refining the design in Photoshop.

Answer 1

Two possibilities:
Start with a simple Compound Shape and use it as the beginning of each new path:
Polygon Tool: Mousedown. Drag. Tap the down arrow key until you have a triangle. Mouseup.
White Pointer: Click one of the sides of the triangle. Delete. (Now you have a 2 segment open path.)
Fill: Any color. Stroke: None.
Pathfinder palette flyout menu: Make Compound Shape.
Drag the path to just beyond the artboard origin (or some other convenient location).
Copy.
Each time you begin a new path, start it by either doing a Paste (Ctrl V), or by AltDragging a copy of the original. Then start modifying the pasted path, which is already a Compound Shape.
OR
Use an Action (macro) to apply the Make Compound Shape after you have drawn the paths:
Draw two paths. Select the first one.
Actions palette: Start recording.
Pathfinder palette flyout menu>Make Compound Shape.
Select>Next Object Above.
Stop recording.
Now when you've finished a drawing:
Layers palette: Select the bottom object.
Actions palette: Repeatedly click the Action Run button (or put the palette in Button Mode and repeatedly click its button).
As with everything in Illustrator, caveats abound:
Why there's no loop command for Actions is beyond me. So if you want, you can duplicate the two steps in the Action, say, nine times so it will convert 10 paths per click.
Using the Action method, the Select>Next Object Above command will not jump between Layers. So if the paths are on various Layers, you'll have to manually do the bottom object select for each Layer.
As you probably know, if the Illustator Compound Shapes have strokes, not just fills, the resulting Photoshop Shape Layers have the paths, but loose the fills and strokes. So either method above works best if the Illustrator paths are filled and unstroked before converting to Compound Shapes.
Illustrator's Javascript considers a Compound Shape a PluginItem. So it's conceivable that one could script the conversion of a simple path to a Compound Shape by using the sendScriptMessage() method of the app object. But you'd have to know the appropriate parameters for the plugin, which I don't.
If only you could invoke an Action from an Illustrator Javascript, you could simply use a Javascript to intelligenty loop through the objects and run the Action for each...but that's another big "if only".
JET