Gnuplot

If you are using the last LTS of Ubuntu, then your Gnuplot version will be out of date. You can't get fancy stuff like transparent surface plots. To download and install the latest version you need to run these commands:

cvs -d:pserver:anonymous@gnuplot.cvs.sourceforge.net:/cvsroot/gnuplot login
cvs -z3 -d:pserver:anonymous@gnuplot.cvs.sourceforge.net:/cvsroot/gnuplot co -P gnuplot
cd gnuplot
./prepare
./configure --with-readline=gnu
make
sudo make install

This will break your Ubuntu packaging system though - so be careful.