Another possibility would be to create plots and figures in separate files with standalone and include them into main document through \includegraphics but with a color box providing a background color.
standalone provides options tikz and border. First one places every tikzpicture in a separate page. This way you can have a file with all plots/tikzfigures and select them with page=... option in \includegraphics command. border option enlarges figure with an outside margin of certain length. So, processing next file you will get a pdf file with two pages. Each page will contain one plot enlarged 2mm.
% file: 101603b.tex
\documentclass[tikz,border=2mm]{standalone}
\usepackage{pgfplots}
\pgfplotsset{width=7cm,compat=1.7}
\begin{document}
\begin{tikzpicture}
\begin{axis}
\addplot {sin(deg(x))};
\end{axis}
\end{tikzpicture}
\begin{tikzpicture}
\begin{axis}
\addplot+[only marks] {sin(deg(x))};
\end{axis}
\end{tikzpicture}
\end{document}
Next file is the main document where graphics are included. Command \myincludegraphics adds a \colorbox of backgroundcolor. You can change it with \colorlet or include the background color as a parameter in \myincludegraphics definition.
%file: 101603.tex
\documentclass[a4paper,11pt]{article}
\usepackage{graphicx}
\usepackage{xcolor}
\definecolor{backgroundcolor}{RGB}{253,245,238}
\newcommand{\myincludegraphics}[2][]{%
\begingroup\setlength{\fboxsep}{0pt}%
\colorbox{backgroundcolor}{\includegraphics[#1]{#2}}%
\endgroup}
\begin{document}
\myincludegraphics[page=1]{101603b}
\colorlet{backgroundcolor}{red!20}
\myincludegraphics[page=2]{101603b}
\end{document}
The result is similar to the one shown in Claudio's answer.
backgroundslibrary in the PGF manual. – Qrrbrbirlbel Mar 9 at 6:41