Updated Oct 11 2009 with gnuplot commands. Be very, very careful copying the single quotes, double quotes, and backticks.
I haven't forgotten about the web, but now that I'm back in school I am spending most of my time in Octave and R. Rather than start the interpreters and input one command at a time I prefer to write scripts as would normally be done in languages like Python or Perl.
To make this process easier I've put together some Vim shortcuts for sending the current buffer's full file path to various interpreters.