The answer given by Luis is a nice workaround, but the official way to solve this problem is to use the layer
property of the axis object, see the manual. To plot the axis on top of the data you do
set(gca,'Layer','top')
To automatically do this for all your plots, you can put the following line in your startup.m
:
set(0,'DefaultAxesLayer','top')
This kind of answers you do not make up yourself, I only discovered this trick after asking more or less the same question on comp.soft-sys.matlab many years ago. See also this SO question.