Plotting
Transparent markers
http://undocumentedmatlab.com/blog/plot-markers-transparency-and-color-gradient
Example with ~500,000 points
>> figure, l = plot(x,y,'.')
>>Â l.MarkerHandle.EdgeColorData(4) = 10
 toÂ
You'll need to add a listener to change the transparency when the figure is resized, see comments in above thread.
Printing
export_fig is good for most figures. However, it does not do transparency.
Here is a way to copy to the clipboard a figure with transparency.:
set(gcf,'InvertHardCopy','off'),print -clipboard -dbitmap -r72
This may be helpfuul, haven't tested it:
http://undocumentedmatlab.com/blog/screencapture-utility