Because I'm studying distributions at the moment, I was looking for a LaTeX bell shaped curve. I found the GPF/TikZ package and boy, this is what I needed for so long! Within TeX/LaTeX, it's a fairly recent addition. Its predecessor is PStricks, a postscript based graphical language that can't live in a PDF world.
Unlike much of the LaTeX manuals, the TikZ documentation is very instructive and even starts with 80 pages of tutorials. By the way, up to date manuals can always be found at:
http://texdoc.net/pkg/<packagename>