See Plot a spiral with gnuplot.
To export the plot in a pdf, try gnuplot commands like this before the plot:
set terminal postscript
set output "foobar.ps"
Note the following. If you try this interactively and want to redraw the plot with changed parameters, you might have to issue the set output
statement again so that gnuplot reopens the output file, otherwise gnuplot might just append the second plot to the file and you'll get two pages. Note also that if your input contains lots of data points then the postscript file will contain data for all of them, so you might get a very large file that's slow to render even if not much will be visible of it when you eventually view it. To avoid this, either reduce the number of your data points, or output to a raster format (such as PNG) with gnuplot instead, or render the postscript to a raster format with a postscript engine (such as ghostscript) and distribute that image.
Update 2011-10-19: for a code example, see Re: Draw chart.