plot the function and then the axes.

edit

You may use the options zorder and alpha. Graphic objects with high zorder are rendered on the top layers, so they are more visible. Likewise, objects with alpha near 0 are nearly transparent. Compare the three graphics yielded by the following code:

p1 = plot(sin(1/x), (x,-0.1,0.1), color="red")
p2 = plot(sin(1/x), (x,-0.1,0.1), color="red", zorder=0)
p3 = plot(sin(1/x), (x,-0.1,0.1), color="red", alpha=0.6)
graphics_array([p1,p2,p3])