You want to make a kernel density estimate (a.k.a. a "heatmap").
Thanks for the link, i'll look into it and compare it to the suggested
This approach would
be a bit slow if you have a very large number of points, though. It's
usually less visually messy to just plot the image
Well, that's not an option. I once tried to create a 'normal' scatterplot
of my data (it's a couple of million points), and that took a *long* time.
Plus, it made me see a 700M pdf file for the first time in my life