If you plot a function,
sage: p = plot(sin(x), (x, -3, 3), axes_labels=['$x$', '$\\sin(x)$']; p
and want to save it in a given directory (without showing it) as a JPG file, then use
sage: p = plot(sin(x), (x, -3, 3), axes_labels=['$x$', '$\\sin(x)$']; p.save(filename = '/path/to/your/directory/file.jpg')
NOTE: it is possible to save the plots as PDF, PNG and EPS.
I was interested in plotting a set of functions depending on a discrete parameter , and save them with an useful name, say file-i.jpg for , so the solution is,
sage: for n in range(1,4): p = plot(x^n, (x, -4, 4)); p.save(filename = '/path/file-%s.jpg' %(n))
If there are more parameters, i.e. , change the last part as follows,
I found the above trick extremelly useful! Hope you do too.