As I now have a 3D printer at home, I wanted to try to use it to make results of abstract calculations more accessible and tangible. A byproduct of these efforts is this script that converts data in the gnuplot format for 3D plots into a PLY file, that can be easily converted to a printable stl file. The height of a solid base can be specified, this allows to represent negative data as holes.
I chose PLY because it is very simple and allows for quadrilateral faces, which makes everything very easy when converting data on a cartesian grid.
However the resulting ply files are quite large, so I recommend using MeshLab to simplify and clean up the model and export it to stl.