Plotting

Transparent markers

http://undocumentedmatlab.com/blog/plot-markers-transparency-and-color-gradient

Example with ~500,000 points

>> figure, l = plot(x,y,'.')

>> l.MarkerHandle.EdgeColorData(4) = 10

 to 

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