Graphics

xfig
A graphics editor.
Gnuplot LaTeX Driver.
Gnuplot displays data graphically. Use its "set term postscript eps color" to produce a postscript file which can be added to your latex document in the usual way. Matlab may be preferable.
Pstricks tutorial
The tutorial shows how to use the pstricks package to produce line drawings
Information on how to use graphics with (La)TeX:
Using Imported Graphics in LaTeX2e Documents (by Keith Reckdahl) explains all there is to know about putting graphics into LaTeX documents.
Hints about tables and figures in LaTeX
Hints on adding figures to multicolumn environments deals with common problems.
Paul Galluzzo's page of graphics tips
Graphics for Inclusion in Electronic Documents (Ian Hutchinson)