### Gnuplot plots in LaTeX

I was pleasantly surprised to learn that gnuplot and LaTeX play very well with each other. Gnuplot makes it quite easy to insert professional-looking (LaTeX-worthy) graphs into your documents. To do this, set your gnuplot terminal to epslatex:

set term epslatex
set output "graph1.eps"
plot ...

When gnuplot creates your graph, it will generate not only a graph (in EPS), but also a snippet of TeX (named graph1.tex in this case) that you can include in your document to insert the graph. Then add this to your LaTeX file:

\input{graph1.tex}

The text (axes, labels, title) on the graph are all rendered in TeX, not on the EPS, so it looks very sharp. Typically you will want to wrap the above code in a LaTeX figure as well:

\begin{figure}[tbp]
\begin{center}
\input{graph1.tex}
\caption{Graph caption}
\label{graph:graph1}
\end{center}
\end{figure}

You can control the size of the graph with:

set size 1.0, 1.0
in the Gnuplot code.

Update: you can also generate this style plot in GNU Octave. Octave is preferable in some cases because it has a few more plot options/styles than Gnuplot does, and, of course, is a full-fledged programming language.