In Fit Y by X, the Non Parametric Quantile Density Contours are super useful for visualizing high density data.
In HLS people use software like FlowJo to make simple bivariate plots that have the data points colored by density. JMP gets close enough, plus there is an option to select rows based on a density range.
It would be super convenient if there was a slider for interactively selecting the range, rather than guessing at ranges until the most appropriate one is discovered iteratively.
