An open-source, cross-platform solution is Jubler
I didn't try it, but it has a good amount of users on iusethis.
It's tough to tell precisely what you're after. Perhaps you could give an example of what you're looking for.
My first response is to recommend that you look into R http://www.r-project.org/ and some of the GUIs based on it. It's quickly becoming a standard in any field requiring statistical analysis, from quantitative finance, to medicine, to social sciences.
It has a hideous programming language but a huge package archive http://cran.r-project.org/. I would recommend poking around the statistics stack exchange site for pointers, but some notable GUIs include RapidMiner (http://rapid-i.com/content/view/181/190/), RStudio (New and just getting out of the gate, so don't expect a lot right now http://www.rstudio.org/), Red-R (http://www.red-r.org/), R Commander (http://socserv.mcmaster.ca/jfox/Misc/Rcmdr/), and Rattle (http://rattle.togaware.com/). R is also integrated in SAGE, with which you may already be familiar. One huge benefit of R is Sweave, which allows integration with LaTeX, so your papers can render your data and publication at the same time.
If you just want a graphing solution, WaveMetrics IGOR (http://www.wavemetrics.com/) is probably the best bet. It's available on Windows and Mac OS so you can share files with other people fairly easily.
KaleidaGraph (http://www.synergy.com/) and pro Fit (http://www.quansoft.com/) are notable options as well.
One of the secrets you'll find out when hanging out on various visualization forums, especially Edward Tufte's (http://www.edwardtufte.com/bboard/q-and-a?topic_id=1), is that a large number of the published graphs (especially his) often start in Excel and are exported to be manipulated in Adobe Illustrator. You may have a graph in mind that comes from this pipeline, which has a large manual effort but a magnificent potential output. I've also done similar with Mathematica (my tool of choice) when needing print-quality output.
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OmniGraffle is very popular. A quick Google search just now also came up with yEd which I found interesting (and it is cross platform).
I don't know your definition for "prettiness" but back in the days when I used Visio I was surprised how much visual effect you could achieve with simple vector graphic tools and a bit of fine tuning. If the built-in tools are not sufficient you can always switch to a pure bred vector graphics program and add a few eye candies.