Hi,
You can use LaTeX in GNUPLOT but, in my experience, it's better to
make all
tunings in the terminal you use (X11 or WXT) where the LaTeX codes are
not
rendered. Once you finish, you have to use other terminal, I prefer
set term epslatex color
set output 'fig.tex'
Now, in my LaTeX file I add
\input{fig.tex}
Enclosed by the proper environment... there you will have all LaTeX
codes
rendered.
Ah! you have to use double backslash the codes... so if you want $\pi$
you have to use $\\pi$ in the GNUPLOT command line.
Ciao,
G.