Gnuplot output to PDF (via eps).

First, make a gnuplot "plot" file which uses "postscript" terminal output
Although the new gnuplot supports pdf terminal output - it doesn't seem as full featured as the eps/pdf output.
The important terminal lines are as follows:
set terminal postscript portrait enhanced color dashed lw 1 "DejaVuSans" 12 set output "temp.ps"
Next run gnuplot on your plot file:
gnuplot temp.plot
Then convert the eps to pdf:
epstopdf temp.ps
Then use pdfcrop to make sure the bounding box is aligned with the output:
pdfcrop temp.pdf; mv temp-crop.pdf temp.pdf

This can all be done via a script (eg: save it as gnuplotcrop):

#!/usr/bin
bn=`basename $1 .plot`
gnuplot $bn.plot
epstopdf $bn.ps
pdfcrop $bn.pdf
mv $bn-crop.pdf $bn.pdf

Then, just run gnuplotcrop file.plot - make sure the output is defined as file.ps inside this file.