For best results, use Encapsulated Postscript (.eps file).

There are various packages you can use here, such as psfig and graphics. Include them using commands such as

\usepackage{psfig)


and

\usepackage[dvips]{graphicx}


The psfig package is less powerful, but easier. Here is an example:

\psfig{file=Sine5.eps}


Here is an example using graphics:

\begin{figure}[htbp]
\centerline{
\includegraphics[width=3.2in]{Data/Fig1.eps}
}
\caption{c = 0.1, n = 32}
\end{figure}


When printed out, the caption will be preceded by the figure number, e.g. "Fig. 4". Note that the "width" argument can be used to shrink or expand the Postscript figure.