set style fill transparent solid 0.5 noborder

# expect mean in column 2, sdev in column 4. 

# transparent region between mean +- sdev 
# requires terminal capable of transparency, e.g. 'png'
plot 'bar' using 2:($2+$4):($2-$4) with filledcu ls 1

# errorbars between mean +- sdev, mean superimposed
replot 'bar' using 0:2:4 with errorbars ls 1, 'bar' using 2 with lines ls 2

plot mean and standard deviations

Gnuplot