The previous recipe showed how to add a gnuplot graph to a LaTeX document by saving the graph in a file and including it with an \includegraphics command. There is nothing in this method that requires the illustration to be a graph produced with gnuplot; any graphics format that is understood by the version of LaTeX (pdflatex, regular LaTeX, or something else) that you are running can be used. That makes this method particularly useful when you need to save a bitmapped version of your graph so that you can edit it to produce a final version in an image editing program (Gimp, Photoshop, and so on).
However, there are drawbacks to this approach. Ideally, you would like the fonts used in your graph, in the tic labels, title, and elsewhere, to match the fonts used in the rest of your document. This produces a unified, sophisticated appearance, and increases overall legibility. It is quite difficult to do this entirely within gnuplot, or in an image...