pgfplots looks like a promising package for getting plots into LaTeX. I should probably give it a spin. The manuals, in PDF, here and here are detailed and extensive. And the plots are lovely; beautiful. (There, I get all nerdy)
One reason that I'd like to learn this package is that the alternate approach is to use gnuplot to generate a jpeg and then include that into LaTeX file. That comes with a whole bunch of issues like fiddling with fonts to match the LaTeX font scheme one uses, scaling the jpeg image to fit page and colours.
Since pgfplots is another package with the TeX system, it should be technically be a case of simpler and smaller dependencies for plots. And it uses the same pgf package that is part of the larger beamer package developed by Till Tantau. If you're a MikTeX user, it is available as a download from the package manager.
One reason that I'd like to learn this package is that the alternate approach is to use gnuplot to generate a jpeg and then include that into LaTeX file. That comes with a whole bunch of issues like fiddling with fonts to match the LaTeX font scheme one uses, scaling the jpeg image to fit page and colours.
Since pgfplots is another package with the TeX system, it should be technically be a case of simpler and smaller dependencies for plots. And it uses the same pgf package that is part of the larger beamer package developed by Till Tantau. If you're a MikTeX user, it is available as a download from the package manager.