Yes, it really is okay to place RGB images directly into Adobe InDesign or QuarkXPress. Both of these programs have great color management systems that can convert the image to CMYK when you print or export as PDF. In the case of InDesign, the results are typically identical to what you get when you convert in Photoshop! So save yourself time and energy and keep your images in RGB as long as you can.
If your output provider is color management savvy and can handle RGB PDFs, then send them PDF/X3 files (which maintain the original color spaces). If they want CMYK files, then make sure you convert to a CMYK destination when you export your PDF files. For example, exporting as a PDF/X1-a file ensures that all your colors are converted CMYK for your printer. Of course its also a good idea to check with your printer to ensure you are converting the the right kind of CMYK for your print job (SWOP, Sheetfed, etc).