Example: Pgfplots

% Pgfplots demo
% Author: Christian Feuersänger
% Source: Pgfplots manual:
% http://www.ctan.org/tex-archive/help/Catalogue/entries/pgfplots.html
\documentclass{article}

\usepackage{tikz}
\usepackage{pgfplots}
\begin{document}

\begin{tikzpicture}
    \begin{axis}[
        xlabel=$x$,
        ylabel=$y$]
    \addplot[smooth,mark=*,blue] plot coordinates {
        (0,2)
        (2,3)
        (3,1)
    };
    \addlegendentry{Case 1}

    \addplot[smooth,color=red,mark=x]
        plot coordinates {
            (0,0)
            (1,1)
            (2,1)
            (3,2)
        };
    \addlegendentry{Case 2}
    \end{axis}
    \end{tikzpicture}


\begin{tikzpicture}
    \begin{loglogaxis}[
        xlabel=\textsc{Dof},
        ylabel=$L_2$ Error
    ]
    \axispath\draw
            (7.49165,-10.02171)
        |-  (8.31801,-11.32467)
        node[near start,left] {$\frac{dy}{dx} = -1.58$};
      \addplot plot coordinates {
        (5,     8.312e-02)
        (17,    2.547e-02)
        (49,    7.407e-03)
        (129,   2.102e-03)
        (321,   5.874e-04)
        (769,   1.623e-04)
        (1793,  4.442e-05)
        (4097,  1.207e-05)
        (9217,  3.261e-06)
    };

    \addplot plot coordinates {
        (7,     8.472e-02)
        (31,    3.044e-02)
        (111,   1.022e-02)
        (351,   3.303e-03)
        (1023,  1.039e-03)
        (2815,  3.196e-04)
        (7423,  9.658e-05)
        (18943, 2.873e-05)
        (47103, 8.437e-06)
    };

    \addplot plot coordinates {
        (9, 7.881e-02)
        (49,    3.243e-02)
        (209,   1.232e-02)
        (769,   4.454e-03)
        (2561,  1.551e-03)
        (7937,  5.236e-04)
        (23297, 1.723e-04)
        (65537, 5.545e-05)
        (178177,    1.751e-05)
    };

    \addplot plot coordinates {
        (11,    6.887e-02)
        (71,    3.177e-02)
        (351,   1.341e-02)
        (1471,  5.334e-03)
        (5503,  2.027e-03)
        (18943, 7.415e-04)
        (61183, 2.628e-04)
        (187903,    9.063e-05)
        (553983,    3.053e-05)
    };

    \addplot plot coordinates {
        (13,    5.755e-02)
        (97,    2.925e-02)
        (545,   1.351e-02)
        (2561,  5.842e-03)
        (10625, 2.397e-03)
        (40193, 9.414e-04)
        (141569,    3.564e-04)
        (471041,    1.308e-04)
        (1496065,   4.670e-05)
    };
    \legend{$d=2$\\$d=3$\\$d=4$\\$d=5$\\$d=6$\\}

    \end{loglogaxis}
\end{tikzpicture}
\end{document}