The system I am using has gnuplot installed in /usr/bin. I don't have root, but I needed a newer version of gnuplot, so I installed it to $HOME/usr/bin.
I added $HOME/usr/bin to my path, but it still executes the one in /usr/bin if I just use the gnuplot command. I'd rather not have to specify $HOME/usr/bin/gnuplot every time I have to use it. 
How do I tell Linux to use the one in my home directory, and not the one in /usr/bin? 
Executables are found in PATH order. You need to prepend ${HOME}/usr/bin to your path, like so:
export PATH="${HOME}/usr/bin:$PATH"
                        Executables are found in PATH order. Your PATH apparently is set up such that /usr/bin precedes ~/usr/bin/.
Besides modifying the PATH as has been explained, you can also use aliases like this (in BASH)
alias gn=$HOME/usr/bin/gnuplot
then you just run it with
gn
                        What Bombe says is ok. I would add that you should declare your user specific PATH entries inside your user's bashrc ($HOME/.bashrc), so your PATH settings only apply to your user.
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