Is it possible to have transparent backgroud?
Yes, go to the General Inspector and switch of Draw Backgroud and Draw Margins.

Is it possible to have subscript, superscript, greek letters, etc. in the axis labels?
Yes & No. This is not possible with the Axis Text field from the Axis Inspector. Instead you can use a text object with enabled auto positioning. See the sample.

Is it possible to import my very special data format?
If the builtin import function is not able to read your data you can build tour own Perl based import module. Click here for details.

Will there be Plot versions for Windows or Linux?
No, Plot ist a native Cocoa application wihch is not portable to other operating systems.