Of your alternatives, I like the scatterplot with color best. However, I think you get a more informative graph by specifying a longer list of custom colors, rather than relying on SAS's three color ramp. For example, specifying wallcolor=white and colormodel=(white gray darkgray black violet yellow orange green blue red) gives more detail than the example above. To me, though, using a vertical axis rather than color to represent density makes the results clearer. This is easy to do by plotting the KDE output with PROC G3D. Software that allows for rotation of three-way plots (x*y*density) is even more vivid.

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