Gnuplot in thesis and articles or not?
If you do the programming in Python, you could also do the plotting in Python with matplotlib. With a little adjustment of the plotting parameters, it is possible to produce publication-quality plots with this software.

Alternatively, if you need fancy annotations etc., I can recommend the pgfplots package for tikz/LaTeX. You could export data from your Python program to a csv file, and then use that as data source for plotting with pgfplots. If you are also using TeX for the main text, it allows to to produce graphics which nicely fit the formating of the text.