Hi, very useful tips, thanks.

I've also found that I want to insert Matlab figures into presentations, in particular Keynote. I don't want to the background painted white/gray or whatever color.

If you set the axis and figure background colors to 'none', then they become transparent:

set(gca,'Color','none');
set(gcf, 'Color', 'none');

(obviously you can be selective about this.)

PDF export does honor the 'none' color, and the axes will not be filled. ("print -dpdf")

EPS export does not appear to honor the 'none' color.