I can't seem to be able to correctly format multiline code in a comment, thus I'm adding another answer voting for PGF/TikZ, it's great!
Here's an (slightly adapted :) example of a plot I recently made with pgfplots.
\documentclass{article}
\usepackage{pgfplots}
\usepackage[pdftex,active,tightpage]{preview}
\begin{document}
\begin{preview}
\begin{tikzpicture}
\begin{axis}[
ylabel={Some Label [\%]},
ybar,
bar width=62pt,
xtick=data,
xticklabel={Something},
legend style={at={(0.05,0.62)},anchor=north west}
]
\addplot coordinates {(0,13)};
\addplot coordinates {(0,42)};
\legend{First Thing,Second Thing}
\end{axis}
\end{tikzpicture}
\end{preview}
\end{document}