Best Software for Drawing Graphics on a Computer for LaTeX Documents?

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(I doubt it's the ideal forum for this question, but I found no better. Mentors, feel free to move it if you think it will get better answers somewhere else)
Hi,
I use a computer to submit Math and Physics homework and work with a LaTeX editor called LyX. The problem is that I don't have a very good method of drawing graphics (ie. schematic things like a function plot or a mechanical system).

Do any of you happen to know a good software for drawing such things and combining them in a LaTeX file?
If possible, work with UNIX and draw graphs as vectors (output as svg, eps, etc.)

Thanks in advance.
 
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Google:
xfig
gnuplot
jpicedt
Maple (not free)
 
Also, check-out this free on-line 3-dimensional plotting utility, the Jeks Display. Also, there is an excellent (in quality of that produced) plotting library for LaTeX, it comes in two flavors, http://freshmeat.net/search/?q=epix&section=projects (a python wrapper for epix) both are operating system independent and free (GNU licensed). Very high quality plots.
 
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I use scilab and octave on Linux. They are not only graphics plotting software, but calculation software similar to MATLAB. And they can be compiled with Intel compilers for faster speed.
 
http://www.math.ubc.ca/people/faculty/cass/graphics/text/www/index.html , by Bill Casselman, shows, at several levels of sophistication, how to use PostScript for producing mathematical graphics.
 
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Thanks everyone.
I actually meant software more like xfig, that you can draw with the mouse, and not produce exact plots (for that I mostly use Mathematica).
I think xfig will do, but if you know better, please say.
 
Check out Dia for graphics (and TeXMacs if you'd like a wysiwyg LateX editor).
 
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