Installing gnuplot (or similar) on Lion
I used Homebrew to install gnuplot. I believe I had to use specify --nolua. First, I installed aqua term:
brew install aquaterm. Then I installed gnuplot with brew install gnuplot --nolua and that was it, gnuplot picked up aquaterm immediately.

Additionally, I sometimes use octave to plot. It's also got a formula in Homebrew, so just run brew install octave and away you go!