thanks a lot for your quick response.
Pdflatex cannot work with eps grapics and latex just allows eps-files, as far as I know. For this reason TextMate will automatically use latex when including the epsfig package, I guess.
Well, I can run pdflatex manually without problems on a tex file with epsfig included. That's why I'm wondering, why TextMate cannot use pdflatex, even if I configured it to do so.