Multiple grids on matplotlib

Question

Hi, I'm making plots in python and matplotlib, which I found huge and flexible, till now. The only thing I couldn't find how to do, is to make my plot have multiple grids. I've looked into the docs, but that's just for line style...
I'm thinking on something like two plots each one with a different grid, which will overlap them.

So, for example I want to make this graph:

Have a similar grid marks as this one:

And by that, I mean, more frequent grids with lighter color between important points.

Answer 1

How about something like this (adapted from here):

from pylab import *
from matplotlib.ticker import MultipleLocator, FormatStrFormatter

t = arange(0.0, 100.0, 0.1)
s = sin(0.1*pi*t)*exp(-t*0.01)

ax = subplot(111)
plot(t,s)

ax.xaxis.set_major_locator(MultipleLocator(20))
ax.xaxis.set_major_formatter(FormatStrFormatter('%d'))
ax.xaxis.set_minor_locator(MultipleLocator(5))

ax.yaxis.set_major_locator(MultipleLocator(0.5))
ax.yaxis.set_minor_locator(MultipleLocator(0.1))

ax.xaxis.grid(True,'minor')
ax.yaxis.grid(True,'minor')
ax.xaxis.grid(True,'major',linewidth=2)
ax.yaxis.grid(True,'major',linewidth=2)

show()