Tips for creating nice .eps files under Linux

we would like to:
(i) create light .eps files, not pixelized and with a bounding box.
(ii) create nice .eps filefrom free plotting software such as Gnuplot (2D and 3D) or Xmgrace (2D).
(iii) use Latex fonts, or better, include Latex formulas in the plots.

Useful websites :

Languages and libraries specialized for files handling and interaction with Operating System:


Useful Free softwares (manpages are particularly well documents):

Useful Non-Free softwares :