gnuplot – General purpose plotting program
Generate almost any type of chart you wish and save it in LaTeX format or as PDF (or in any of a dozen other formats).
Free license not otherwise listed, or more than one free license applies
graphics generator whose output is good for use with TeX
Maybe you are interested in the following packages as well.
- metapost: A development of METAFONT for creating graphics
- epix: Utility for mathematically accurate, camera quality plots and line figures
- texsketch: A drawing package for OS/2
- graphbase: A platform for combinatorial algorithms