Here is an example using the patch plot type of pgfplots:

\documentclass{standalone}
\usepackage{pgfplots}
\begin{document}
\begin{tikzpicture}
\begin{axis}
\addplot[patch,shader=interp]
table[point meta=\thisrow{c}] {
x y c
% first patch:
0 0 0.2
1 1 0
2 0 1
% second patch:
1 1 0
2 0 -1
3 1 0
% third patch:
2 0 0.5
3 1 1
4 0 0.5
};
\end{axis}
\end{tikzpicture}
\end{document}
and with labels and continuos shading:

\documentclass{standalone}
\usepackage{pgfplots}
\begin{document}
\begin{tikzpicture}
\begin{axis}
\addplot[patch,shader=interp]
table[point meta=\thisrow{c}] {
x y c
% first patch:
0 0 0.2
1 1 0
2 0 1
% second patch:
1 1 0
2 0 1
3 1 0
% third patch:
2 0 1
3 1 0
4 0 0.5
};
\addplot[only marks,nodes near coords] % this produces labels
table[point meta=explicit symbolic,meta=labels] {
x y labels
0 0 $a$
1 1 $b$
2 0 $c$
3 1 $d$
4 0 $e$
};
\end{axis}
\end{tikzpicture}
\end{document}
It uses a default axis configuration and reads points from an input table. The table has three columns: one for x, one for y, and one for the color data. The color data is mapped linearly into a colormap which can be configured, what you see is the default. The shader=interp tells pgfplots to produce a linear shading between the three corners and is color data.
The second graphics has two plots in the same axis: one which produces the geometry and one which produces nodes near coords. This is a special scatter plot which assumes that point meta contains the content of nodes which are placed at the input coordinates. In this case, I used point meta=explicit symbolic which, for table input, means that the meta column contains textual data. I chose meta=labels to idenfity the "labels" column which contains math mode text.
You may also be interested in
axis lines=left which does not produce a box but axis lines on their lower ("left") limits,
three dimensional plots with \addplot3 (and one more table column)
other input formats (coordinates as in your example is also supported, even with color data)
details for the encountered options + more examples in the pdf manual on http://pgfplots.sourceforge.net/