What if I want grid lines in my graphs? Well, same idea. All I do is call grid() on the axes that I get back from plt.axes().

axes = plt.axes() 
axes.set_xlim([-5, 5]) 
axes.set_ylim([0, 1.0]) 
axes.set_xticks([-5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5]) 
axes.set_yticks([0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0]) 
axes.grid() 
plt.plot(x, norm.pdf(x)) 
plt.plot(x, norm.pdf(x, 1.0, 0.5)) 
plt.show() 

By executing the above code, I get nice little grid lines. That makes it a little bit easier to see where a specific point is, although it clutters things up a little bit. It's a little bit of a stylistic choice there.