I tried to write a shell script to cooperate with the gnuplot, and encountered some problem when I wanted to modify my script to be more ``useful.'' After try and try, I decided to post my question on Google Groups for help (here is the thread). Then although I didn't get direct reply yet, the kind user gave some useful information, that is, the plotting tool Grace.
From the Grace's homepage, it looks really good at plotting and also analyzing data. I have not start to try and use it, but I will, later.