How to label figures in response letter, so as to distinguish between figures in the letter and figures in the manuscript?
I am going to take a contrary opinion to what has been suggested so far, and strongly suggest that you do not put figures in your response letter.

My reasoning is this: as a reviewer and an editor, I often see an author put material into the response letter that would be better put into the manuscript.  If you need to explain something clearly and carefully to a reviewer, you probably need to explain it clearly and carefully to your readers as well.  That goes not just for text, but for figures and tables and references also.  Rather that writing it twice (and typically ending up with significant differences between your two instances, since they're in different contexts), write it once in the manuscript and just refer to it there from the response letter.

In short: if you think it's important enough to put in the response letter, it's important enough to simply put into the manuscript.