Wikipedia seems to suggest .plt would be standard-ish. That being said, GnuPlot itself doesn't define any standard and makes it freeform, so there isn't really an extension that tells "this is a gnuplot script".
As Romain, Dr. Person and neillb all point out and this wikibooks article confirms, there is no official standard extension for gnuplot files.
These three file extensions do seem popular:
.gpi
.plt
.gp
Of these .gp is shortest and seems like it would have the fewest collisions with other programs. But the other two extensions aren't in heavy use either. It appears that.plt was used by HPGL plotters and therefore some old Autocad files may have this extension. And files with a .gpi extension are used by Garmin GPS devices. Fwiw, googling for "gnuplot file extension gp" returns a few more results than similar searches for .gpi and .plt
While .gnuplot is a fair choice, it is seven characters long. Long file extensions can potentially detract from readability in the terminal because they open up the possibility of file names that are shorter than the file extension and because longer extensions are more likely to cause lines to wrap.