gnuplot – General purpose plotting program
Generate almost any type of chart you wish and save it in LaTeX format or as PDF (or in any of a dozen other formats).
Free license not otherwise listed, or more than one free license applies
graphics generator whose output is good for use with TeX
Maybe you are interested in the following packages as well.
- eukleides: A geometry drawing system
- pstex: Processor for including figures in LaTeX
- xtexcad: Simple drawing program for LaTeX use
- grapher: Create graphs, state machine and data flow diagrams