> I looked at my latex figure file, and found that it contained silly
> identical points* *just repeated three or four times like
Without a self-contained example that reproduces this behaviour, it's
hard to give specific advice, but by far the most probable reason for
this is that the silliness of identical points is not at all gnuplot's
doing, but is already present in the data file you handed to gnuplot.
Please note that it's hardly ever a good idea to send hundreds of
thousands of points to plot a single curve in gnuplot --- your output
device will have that many points on its x axis, anyway, so they'll just
end up as lots of duplicates, just as in the snippet above.
> So one of my friend recommended to go with epslatex terminal instead
> of latex, saying that it would produce a smaller file. So I did that,
> but this time, the problem was that the eps figure did not show the
> axis labels!!
Of course it doesn't. epslatex generates *two* files. One is EPS,
the other is LaTeX. Please do read 'help epslatex' to see how to use
this driver correctly.