in reply to Interface to Gnuplot ?
Just write data to file and then pipe commands to gnuplot. Alternately, use octave's plotting interface which uses gnuplot – though you can't access all functions of gnuplot easily this way, it's often easier.
Some other related nodes are Re^3: measuring IN/OUT traffic on your computer which shows an extract from a program I wrote that uses gnuplot to plot exactly this way; Re: Lapack, inline and Perl which shows a complete example to transfer numerical data to octave, you just have to change the octave commands to include a plot; and the thread Easy plotting ?.
Update 2008-01-29: see Plot a spiral with gnuplot.