Overlaying plots in a specific order

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You might be interested in the answers to this question about zordering..

You can choose how to zorder (i.e. choose the "depth" of an image) by calling set_zorder on the resulting graphics objects [not on the plots]. For example:

sage: x_coords = [cos(t)^3 for t in srange(0, 2*pi, 0.02)]
sage: y_coords = [sin(t)^3 for t in srange(0, 2*pi, 0.02)]
sage: h1 = list_plot(zip(x_coords, y_coords))
sage: x,y = var('x,y')
sage: h2 = density_plot(sin(x)*sin(y), (x, -2, 2), (y, -2, 2), cmap='jet')
sage: h = h1+h2
sage: list(h)
[Point set defined by 315 point(s), DensityPlot defined by a 25 x 25 data grid]
sage: h[0].set_zorder(10)
sage: show(h)

But I have to admit that it doesn't look like all the objects you might want to support zordering the way they should:

sage: h[1].set_zorder(20)
sage: show(h)
verbose 0 (138: primitive.py, options) WARNING: Ignoring option 'zorder'=20
verbose 0 (138: primitive.py, options) 
The allowed options for DensityPlot defined by a 25 x 25 data grid are:
    cmap           the name of a predefined colormap,
                       a list of colors or an instance of a
                       matplotlib Colormap. Type: import matplotlib.cm; matplotlib.cm.datad.keys()
                       for available colormap names.
    interpolation  What interpolation method to use                            
    plot_points    How many points to use for plotting precision

This is an inconvenience because it's not pretty to force it via the underlying matplotlib objects, but I might be missing something.