I once again updated these instructions for Gnuplot 4.4.0 RC1 and newer Ubuntu versions. Find these instructions in this post.
There is an updated Howto for Ubuntu Gutsy Gibbon available.
Though there is gnuplot available in the Ubuntu/Debian repositories, there are reasons to compile gnuplot – first and most important gnu readline support! I don’t know why Debian maintainers don’t compile the GNU readline support into GNUplot – it’s some license issues – but it’s like that and this makes gnuplot practically unusable. Second having the pdf and wxWidgets terminal is not that bad at all 🙂
So here are the instructions: Continue reading Install gnuplot on Ubuntu