But the the number of terminals you get in this method is pitifully small: the only interactive terminal available is x11. This is quite unbearable for anyone who had used wxt perminal in linux before: it's not even possible to zoom in to any particular area of the plot, let alone copying the plot to clipboard.
However, the easiest way to get the wxt terminal in Mac OS X is to install through fink. I should mention here that fink insists on installing about everything except the kitchen sink if you try to install gnuplot, though. It took almost 3 hours on my machine for the whole bunch to get compiled. Wish fink had a repo of binary packages for snow lwopard.