Gnuplot is a portable command-line driven graphing utility for linux, OS/2, MS Windows, OSX, VMS, and many other platforms. The source code is copyrighted but freely distributed (i.e., you don't have to pay for it). It was originally created to allow scientists and students to visualize mathematical functions and data interactively, but has grown to support many non-interactive uses such as web scripting. It is also used as a plotting engine by third-party applications like Octave. Gnuplot has been supported and under active development since 1986. Gnuplot supports many types of plots in either 2D and 3D. It can draw using lines, points, boxes, contours, vector fields, surfaces, and various associated text. It also supports various specialized plot types. Demos here.
Gnuplot supports many different types of output: interactive screen terminals (with mouse and hotkey input), direct output to pen plotters or modern printers, and output to many file formats (eps, fig, jpeg, LaTeX, metafont, pbm, pdf, png, postscript, svg, ...). Gnuplot is easily extensible to include new output modes. Recent additions include interactive terminals based on aquaterm (OSX) and wxWidgets (multiple platforms).