Fityk is a program for nonlinear fitting of analytical functions (especially peak-shaped) to data (usually experimental data) with no charge, published under GPL. It works under Linux, FreeBSD, MS Windows and MacOS X.
Gnuplot is a portable command-line driven interactive data and function plotting tool. It can draw 2D or 3D plot with line, point, and etc. It can draw vector fields, surfaces, ....
SciCraft is an open source data analysis software with an easy-to-use graphical user interface.
Grace is a WYSIWYG 2D plotting tool for X-Window and M*tif. It runs on UNIX-like systems. It can export graphics to (E)PS, PDF, MIF and SVG formats.
KMatPlot is a Gnuplot like tool for data analysis. It is clickable, that is the difference from gnuplot.
Veusz is a scientific plottign package written in Python. It provides a GUI, command line and scripting interface.
Quickplot is a fast interactive 2D plot tool, with infinite zooming, unlimited plots displayed.
Ngraph is a program plotting scientific 2D graphs. It is developed by Japanese. It can work on Windows (shareware), UNIX-like system (freeware, under GPL).