Plotting

Label axes and indicate measurement units when available
Give your figures meaningful titles
Avoid low contrast color combinations (such as yellow, pink, cyan, and bright green on white) for better display over projector and on printing
Use very large font when you want to show figures over projector or on paper
Maximize data-to-ink ratio on your plots
When comparing several lines in one plot use different colors and line types (solid, dotted, dash) and add an explanatory legend
Scale axes so that data takes most of the space
Add error bars
Export data to .eps format and edit in Abode Illustrator/Inkscape for publication quality
Use luminance- or saturation-based colormaps instead of hue-based ones, which are default in many software packages (detailed explanation)
Avoid chartjunk
Use transparent background
Some good tips for generating pretty figures in MATLAB here