This assumes, understandably, that your background is white, so that you
want visible but unobtrusive grid lines, so typically choose light gray.
In the book I mentioned earlier, Hadley Wickham uses as a default a
light gray background colour and so white grid lines. You don't need the
book, as you can find examples in various places e.g.
<http://had.co.nz/ggplot2/resources/2007-past-present-future.pdf> 
I quite like Wickham's style as refreshingly different, although not for
always. He is talking about a package for R, but the same kind of look
is easy in Stata: 
sysuse auto
#delimit ; 
scatter mpg weight, 
plotregion(color(gs14)) 
xla(, grid glcolor(white))
yla(, grid glcolor(white))
xsc(lcolor(gs14)) 
ysc(lcolor(gs14)) 
yla(, ang(h));  
Of course, nothing is compulsory here. If you don't like it, change it
or ignore it! 
Nick 
[email protected] 
Kit Baum
Nick said
Somewhat in his spirit, here is one variation on Kit's style:
... yline(0, lstyle(grid) lw(*2)) xline(0, lstyle(grid) lw(*2))
That is,
1. You can make the extra -yline()- and -xline()- have the same style as
your grid lines.
2. But you can also make them a little more prominent by changing the
width.
Very nice. One thing that you might want to add is something like    
lcolor(gs13)   to make the axes just a bit more prominent than the  
rest of the grid. If you want them even more noticeable, use a number  
lower than 13, and v.v.
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