Gnuplot is really good for doing quality plots (Good enough for scientific papers). The output terminals include screen, LaTEX, png, SVG, EPS and PDF.
The dreaded Wackypedia has a reasonable amount of info (I would especially recommend the IBM tutorial - it really got me started with GNUplot) http://en.wikipedia.org/wiki/Gnuplot If you need a non-Windows GUI there is a Java GUI for GNUplot (I haven't tried it so YMMV) see http://sourceforge.net/projects/jgp/
Hope that this helps, Mark