I didn't realize my phrasing would sound so harsh.  Trust me I meant no disdain toward the matplotlib developers.  My intention was to convey that TeX formatting didn't work the way I expected it out of the box.

However, a little more searching today, and I find that you can simply toggle a switch to tell matplotlib to use TeX as the font backend instead of its standard (less functional) implementation.  For example

import pylab
pylab.rc('text', usetex=True)
pylab.xlabel(r'my data $\alpha$')
pylab.plot(range(0,5))
pylab.show()

is a simple python script that will do propper TeX and normal formatted fonts.  The key element enabling true TeX parsing is the rc command.

Thanks for all your thoughts.

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