Personally, I've used both gnuplot and Veusz quite a bit. In gnuplot, my workflow has been:
1. Write a bunch of scripts in Python or MATLAB/Octave to separate the data and output a large number of csv files
2. Write a gnuplot script to read the csv files to generate the appropriate plots
In Veusz, I combined step 1. and 2. into a single Veusz (.vsz) script.
At this point, I tend to default to gnuplot over Veusz because:
1. Complicated data parsing seems to render the Veusz GUI obsolete. The GUI seemed to be a nice learning tool, but it doesn't generate complicated loops or conditionals for parsing through data well.
2. Debugging Veusz scripts felt more difficult than it should be. At the end of the day, they're just Python files, but I didn't have access to the Python repl nor pdb. Perhaps there's a way to do, but I don't know how.
3. gnuplot seemed to do a better job generating plots that integrated in LaTeX documents. The epslatex terminal leaves the text to LaTeX, so we get uniform fonts across both the document and the plots, which is nice.
That said, Veusz generated gorgeous plots and I've been moderately happy with both. Mostly, I'm trying to figure out if anyone knows of either a better workflow and/or plotting program to generate a large number of plots to be included either as standalone images or part of a larger document in LaTeX.