[ahuibers]

Don't use Density Plots ..

... without seriously considering the benefits of a scatterplot.

Here is some data I plotted recently: http://i.imgur.com/lvraM.png

Yes, you need to be careful about overlap (transparency can help), but without a scatterplot, I would not see the sharp edges, or have my attention drawn to the outliers.

Density plots imply a model: By creating bins, square or hex, you are adding a layer of interpretation on top of the 2D data, which can be bad. Also the bins of this article have sharp edges (high frequency content) and add artificial structure. I think smooth density plots, not covered by this article, are superior.

Best of both worlds? --> http://www.survey-design.com.au/graphs/density_plot1.png