I often plot graphs in gnuplot
prompt shell, like this:
gunuplot> plot sin(x) with linespoints pointtype 3
and the figure showe
Alternatively, if you want professional (publication-ready) quality images with gnuplot, you should have a look at the epslatex terminal. I have used it extensively for my thesis and my papers with very nice results, virtually no pixelation problems, portability when converting images to pdf, and almost all the capabilities of Latex.