I am not claiming that other plotting packages can’t do something similar; I just wanted to provide an example of how I use PGFPlotsX to answer @LeePhillips.
That said, wanted to use Makie in a similar way and I was disappointed to learn that this is currently not supported.
I think that there is a spectrum of approaches to plotting, from highly organized (like AlgebraOfGraphics.jl) to treating the plot area as special kind of canvas on which you draw stuff. I prefer the latter, but I fully realize that this is a personal preference.
That said, the major selling point of PGFPlotsX remains the native LaTeX integration, from both ways (LaTeX in your plot, and your plot in a LaTeX document).
I think that big datasets should not be plotted directly. Preprocessing is essential. Overplotting should always be avoided.