advice on writing an application

About the OO MPL interface, it seems to be a bit lacking

    > in documentation. Is there some hint you can give me?

There is some tutorial documentation, particularly Robert Leftwich's
tutorial - This
link recently disappeared (by accident) from the FAQ entry

    > What important goodies pylab has that the OO interface
    > has not? I'm expecially concerned about the rectangular
    > zoom and mapping the mouse position on the plot, I have
    > quite a need for them.

I would humbly suggest that the difficulty of the OO interface is
overstated. There is almost nothing in the pylab interface -- all of
it is a wrapper of the OO code. With the exception of figure
management, of course, which you don't want to use in an app anyway.
Consider the canonical OO example

    from matplotlib.backends.backend_agg import FigureCanvasAgg as FigureCanvas
    from matplotlib.figure import Figure

    fig = Figure()
    canvas = FigureCanvas(fig)
    ax = fig.add_subplot(111)
    ax.set_title('hi mom')

As for interaction, you can do all the panning, zooming, toolbaring,
whatevering you want from the OO interface. Just connect to the
events you want with canvas.mpl_connect if you want to use
matplotlib's event handling, and you can use ax.pick if you want to
pick actors. For examples on using events, search the examples dir
for "connect"

grep -l "connect(" *.py | xargs ls

As you can see there are a couple of wx specific examples. One nice
thing about using mpl event handling instead of native wx handling
is that the examples will work unchanged across GUIs, so you can plug
these examples directly into your wx app. Just use "canvas.mpl_connect"
instead of the pylab "connect"