I downloaded and tried the SigmaPlot demo a few years ago. The output was indeed quite nice, but I did not enjoy using a GUI for plotting. My workflow often involves generating some data, plotting it, tweaking something, repeat. It's much more convenient for me to write a plotting script once than have to repeatedly import data and set up a plot. I admit that the CLI of gnuplot isn't as accessible as the SigmaPlot GUI, but once you're past the initial learning curve the CLI is probably faster.