I might be misunderstanding your question, but it seems like you want to see the output of your plot when the terminal is tex. I usually use ps or png files and then embed them in latex afterwards, so I would check it using something like:
set term post
set output 'temp.ps'
where the last command would open the file using ghostview (the exclamation mark just allows you to run external programs from gnuplot commandline). I don't use tex file directly, but I imagine to view the tex file you would need an external viewer of
Ah, I think I see now. You couldDear Gavin,
set terminal pslatex size 25cm,17cm monochrome
set output "fileforlatex.tex"
set term x11
and just plot it again to the screen, but it might not look the same in a different terminal.
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