Pontifications

I am trying to plot two variables where N=700K. The problem is that there is too much overlap, so that the plot becomes mostly a solid block of black. Is there any way of having a grayscale "cloud" where the darkness of the plot is a function of the number of points in an region? In other words, instead of showing individual points, I want the plot to be a "cloud", with the more the number of points in a region, the darker that region.