Oliver, thanks very much but something is funny. If I have the property editor open for the original figure the color is white. I run the set commands and the color is none. I then use export_fig and the color goes back to white (as seen in the Property Manager), and the figure has a white background (export_fig foo.png -pdf; OS X 10.6.2, 2009b). Same white background on the pdf and the png.
Can someone tell me how to set the color property to 'none'. If you set edit figure and then use the property editor you only get an option for color (e.g. a palette), you can't type in 'none'. I'm missing something obvious here, can someone please help me with this.