The current release version of gnuplot is 4.4.4 (12 November 2011).
Release notes are in file announce-4.4.4
gnuplot.pdf is the User Manual.
Binary packages for Windows:
gp444win32.zip Windows binary package
gp444win32x11.zip Cygwin (x11) binary package
gp444dj2.zip DJGPP binary package
The development version (4.5) can be obtained through CVS.