You set the right type of output using pstart.
The need to redirect output is less common, though it may occur if you
want to import your plots into another package, which requires you to
dump the plot to a file.
Setting the output to a file and the terminal type to produce
PostScript, and then resetting it to the default setting, is another
of the more common things you need to do.
You should be careful not to over-write one plot with the
next.
Note that PostScript is not the only printer format that gnuplot can
produce. Most common printers are either supported directly, or can
be configured to emulate a printer that is supported.
Another thing to note is that some terminal types (generally those for
printers) take extra options that specify which mode of the terminal
should be used. As mentioned above, a complete list of all terminal
types (output formats), and the options they take, can be found by
invoking gnuplot at the command line, then using the
set terminal command.