I know that there are other methods...I have used the interp1 function to create a new data set with a 'previous' interpolation method...but with a large quantity of data and potentially large differences between data points on the time axis, this requires a fairly small time step for the new data set (such that the plot appears to be using a zero order hold between points of the original data set, but the time steps are really just so small that it appears to be a vertical line), and thus it takes a lot of extra time.
But it would be nice if this feature was in the plotting method.
-Andy