After making a plot in xmgrace, you may want to shade a region or
modify it in some way. If you chose to do this in a bitmap editor like
gimp or MSPaint, the figure will look very pixelated unless you crank the
resolution way up, making the file size ridiculously large.

A better way to go about this is to use a vector graphics editor
(inkscape or xfig). The file can then be saved as a true vector eps
after editing (not a bitmap imitation eps like gimp would do).

One advantage of Inkscape is that those folks coded in the 'paint
bucket tool' that allows you shade random regions in a vector graphics
setting (this is a common feature in bitmap editors, but not as common
in vector graphics editors). Xfig does not have this feature, for example. 

Procedure to make a nice looking bitmap (jpeg/png...) after producing
the modified eps in Inkscape:

1)Plot in xmgrace

2)Shade or modify in inkscape and save as eps (xfig could also
possibly work for this) - both are vector graphics programs.

3)Load eps file in xfig and export as jpeg or png with "more
smoothing" option on.

4)Gives high quality jpeg/png including your edits/shading along with small file size.