Gnuplot is a command-line driven plotting engine that runs on all major operating systems (Windows, GNU/Linux, OSX, etc.). Its initial release dates back to 1986 and it is still being actively developed. The program is written in C and is released under a custom open source license.
There is no graphical user interface contained in the official release, but several external ones are available (e.g. wgnuplot, xgfe, PlotDrop,...). Additionally there are interfaces available for multiple programming languages such as C, C++, Python, Fortran and Perl (see more information in links below). There are several software suites that use Gnuplot as plotting device. Amongst them are GNU Octave, Maxima and gretl. Mostly however, Gnuplot is used via scripts which automate the task of generating graphics. The output can be in various, either vector or raster, formats.
Gnuplot is a powerful tool as it allows the customization of nearly every parameter of the plot. Additionally, LaTeX is supported, which means that labels can use LaTeX typesetting and that the plot can be saved as LaTeX file.