<a href="http://pyx.sf.net">PyX</a> is a lovely plotting library that I use for all my plotting. It makes wonderful plots and uses LaTeX for its typesetting so you can embed mathematical expressions into the plots, axes or titles. And it is built in python so you can use other python tools for data reading or processing while you are at it. I have a few "swiss army scripts" that do generic plots for me and then tailor them to make the publication quality plots that I routinely need.
See also <a href="http://lists.debian.org/debian-science/2005/10/msg00053.html">this thread</a> on the debian-science mailing list for a discussion on the merits of a number of other plotting packages: