Illustrator :: Possible To Create Vector Objects As Compound Shapes

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?
 
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.