I tested it under Linux now, and I see your problem. The latex files don't 
compile cleanly, this is why you get the 
error. You can find the .tex files under ~./matplotlib/tex.cache

It looks like you have a problem with the font encoding when using unicode 
characters.
This works for me under Linux and Windows:

import numpy as np
import matplotlib as mpl
mpl.rcParams['text.latex.preamble'] = [r'\usepackage{amsmath}' , 
r'\usepackage[T1]{fontenc}']
mpl.rcParams['text.latex.unicode'] = True
mpl.rcParams['text.usetex'] = True

import pylab as py

py.axhspan(8400,8730,alpha=0.15)
py.title(u'Wyniki eksperymentu pomiaru gęstości ciała 
stałego',size='large',family='serif')
py.ylabel(r'$\text{lol}$',size='large',family='serif')
py.grid(True)
py.show()

Am 30.03.2013 22:15, schrieb Pawel Chojnacki:
> 2013/3/30 Juergen Hasch <pyt...@elbonia.de <mailto:pyt...@elbonia.de>>
>
>     Am 30.03.2013 16:29, schrieb Pawel Chojnacki:
>      > Please pardon me, but what object is math.usetex attribute of? I can't 
> find it in the documentation.
>      >
>      > http://matplotlib.org/users/usetex.html Mentions only text.usetex.
>      >
>      >
>
>     You need to set
>              mpl.rcParams['text.usetex'] = True
>
>     For text you need unicode, for latex raw encoding.
>     To have text and latex in one line, use
>              xlabel(u'Häallo '+r'$\varphi$'+ 'r')
>
>     Works for me, at least.
>
>
> I've already tried that, and I got the response:
>
> ['', '\\usepackage{amsmath}']
> Exception in Tkinter callback
> Traceback (most recent call last):
>    File "/usr/lib/python2.7/lib-tk/Tkinter.py", line 1437, in __call__
>      return self.func(*args)
>    File "/usr/lib/pymodules/python2.7/matplotlib/backends/backend_tkagg.py", 
> line 236, in resize
>      self.show()
>    File "/usr/lib/pymodules/python2.7/matplotlib/backends/backend_tkagg.py", 
> line 239, in draw
>      FigureCanvasAgg.draw(self)
>    File "/usr/lib/pymodules/python2.7/matplotlib/backends/backend_agg.py", 
> line 421, in draw
>      self.figure.draw(self.renderer)
>    File "/usr/lib/pymodules/python2.7/matplotlib/artist.py", line 55, in 
> draw_wrapper
>      draw(artist, renderer, *args, **kwargs)
>    File "/usr/lib/pymodules/python2.7/matplotlib/figure.py", line 898, in draw
>      func(*args)
>    File "/usr/lib/pymodules/python2.7/matplotlib/artist.py", line 55, in 
> draw_wrapper
>      draw(artist, renderer, *args, **kwargs)
>    File "/usr/lib/pymodules/python2.7/matplotlib/axes.py", line 1997, in draw
>      a.draw(renderer)
>    File "/usr/lib/pymodules/python2.7/matplotlib/artist.py", line 55, in 
> draw_wrapper
>      draw(artist, renderer, *args, **kwargs)
>    File "/usr/lib/pymodules/python2.7/matplotlib/text.py", line 526, in draw
>      bbox, info = self._get_layout(renderer)
>    File "/usr/lib/pymodules/python2.7/matplotlib/text.py", line 309, in 
> _get_layout
>      ismath=ismath)
>    File "/usr/lib/pymodules/python2.7/matplotlib/backends/backend_agg.py", 
> line 188, in get_text_width_height_descent
>      renderer=self)
>    File "/usr/lib/pymodules/python2.7/matplotlib/texmanager.py", line 606, in 
> get_text_width_height_descent
>      dvifile = self.make_dvi(tex, fontsize)
>    File "/usr/lib/pymodules/python2.7/matplotlib/texmanager.py", line 351, in 
> make_dvi
>      texfile = self.make_tex(tex, fontsize)
>    File "/usr/lib/pymodules/python2.7/matplotlib/texmanager.py", line 259, in 
> make_tex
>      fh.write(s)
> UnicodeEncodeError: 'ascii' codec can't encode character u'\u0119' in 
> position 349: ordinal not in range(128)
>
> And after adding:
> mpl.rcParams['text.latex.preamble'].append(r'\usepackage{amsmath},\usepackage[utf8]{inputenc}')
> I got:
>
> ['', '\\usepackage{amsmath},\\usepackage[utf8]{inputenc}']
> Exception in Tkinter callback
> Traceback (most recent call last):
>    File "/usr/lib/python2.7/lib-tk/Tkinter.py", line 1437, in __call__
>      return self.func(*args)
>    File "/usr/lib/pymodules/python2.7/matplotlib/backends/backend_tkagg.py", 
> line 236, in resize
>      self.show()
>    File "/usr/lib/pymodules/python2.7/matplotlib/backends/backend_tkagg.py", 
> line 239, in draw
>      FigureCanvasAgg.draw(self)
>    File "/usr/lib/pymodules/python2.7/matplotlib/backends/backend_agg.py", 
> line 421, in draw
>      self.figure.draw(self.renderer)
>    File "/usr/lib/pymodules/python2.7/matplotlib/artist.py", line 55, in 
> draw_wrapper
>      draw(artist, renderer, *args, **kwargs)
>    File "/usr/lib/pymodules/python2.7/matplotlib/figure.py", line 898, in draw
>      func(*args)
>    File "/usr/lib/pymodules/python2.7/matplotlib/artist.py", line 55, in 
> draw_wrapper
>      draw(artist, renderer, *args, **kwargs)
>    File "/usr/lib/pymodules/python2.7/matplotlib/axes.py", line 1997, in draw
>      a.draw(renderer)
>    File "/usr/lib/pymodules/python2.7/matplotlib/artist.py", line 55, in 
> draw_wrapper
>      draw(artist, renderer, *args, **kwargs)
>    File "/usr/lib/pymodules/python2.7/matplotlib/axis.py", line 1042, in draw
>      ticklabelBoxes, ticklabelBoxes2 = self._get_tick_bboxes(ticks_to_draw, 
> renderer)
>    File "/usr/lib/pymodules/python2.7/matplotlib/axis.py", line 993, in 
> _get_tick_bboxes
>      extent = tick.label1.get_window_extent(renderer)
>    File "/usr/lib/pymodules/python2.7/matplotlib/text.py", line 747, in 
> get_window_extent
>      bbox, info = self._get_layout(self._renderer)
>    File "/usr/lib/pymodules/python2.7/matplotlib/text.py", line 309, in 
> _get_layout
>      ismath=ismath)
>    File "/usr/lib/pymodules/python2.7/matplotlib/backends/backend_agg.py", 
> line 188, in get_text_width_height_descent
>      renderer=self)
>    File "/usr/lib/pymodules/python2.7/matplotlib/texmanager.py", line 606, in 
> get_text_width_height_descent
>      dvifile = self.make_dvi(tex, fontsize)
>    File "/usr/lib/pymodules/python2.7/matplotlib/texmanager.py", line 371, in 
> make_dvi
>      string:\n%s\nHere is the full report generated by LaTeX: \n\n'% 
> repr(tex)) + report)
> RuntimeError: LaTeX was not able to process the following string:
> '$0.2$'
> Here is the full report generated by LaTeX:
>
> This is pdfTeX, Version 3.1415926-2.4-1.40.13 (TeX Live 2012/Debian)
>   restricted \write18 enabled.
> entering extended mode
> (./d9d8962c45871ca6b62e5d3dffbe49ab.tex
> LaTeX2e <2011/06/27>
> Babel <v3.8m> and hyphenation patterns for english, dumylang, nohyphenation, 
> po
> lish, loaded.
> (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls
> Document Class: article 2007/10/19 v1.4h Standard LaTeX document class
> (/usr/share/texlive/texmf-dist/tex/latex/base/size10.clo))
> (/usr/share/texlive/texmf-dist/tex/latex/type1cm/type1cm.sty)
> (/usr/share/texlive/texmf-dist/tex/latex/psnfss/helvet.sty
> (/usr/share/texlive/texmf-dist/tex/latex/graphics/keyval.sty))
> (/usr/share/texlive/texmf-dist/tex/latex/psnfss/courier.sty)
> (/usr/share/texlive/texmf-dist/tex/latex/base/textcomp.sty
> (/usr/share/texlive/texmf-dist/tex/latex/base/ts1enc.def))
> (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty
> For additional information on amsmath, use the `?' option.
> (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty
> (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty))
> (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty)
> (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty))
>
> ! LaTeX Error: Missing \begin{document}.
>
> See the LaTeX manual or LaTeX Companion for explanation.
> Type  H <return>  for immediate help.
>   ...
>
> l.9 \usepackage{amsmath},
>                           \usepackage[utf8]{inputenc}
> (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty
> (/usr/share/texlive/texmf-dist/tex/latex/base/utf8.def
> (/usr/share/texlive/texmf-dist/tex/latex/base/t1enc.dfu)
> (/usr/share/texlive/texmf-dist/tex/latex/base/ot1enc.dfu)
> (/usr/share/texlive/texmf-dist/tex/latex/base/omsenc.dfu)
> (/usr/share/texlive/texmf-dist/tex/latex/base/ts1enc.dfu)))
> (/usr/share/texlive/texmf-dist/tex/latex/geometry/geometry.sty
> (/usr/share/texlive/texmf-dist/tex/generic/oberdiek/ifpdf.sty)
> (/usr/share/texlive/texmf-dist/tex/generic/oberdiek/ifvtex.sty)
> (/usr/share/texlive/texmf-dist/tex/generic/ifxetex/ifxetex.sty)
>
> Package geometry Warning: Over-specification in `h'-direction.
>      `width' (5058.9pt) is ignored.
>
>
> Package geometry Warning: Over-specification in `v'-direction.
>      `height' (5058.9pt) is ignored.
>
> )
> No file d9d8962c45871ca6b62e5d3dffbe49ab.aux.
> (/usr/share/texlive/texmf-dist/tex/latex/base/ts1cmr.fd)
> (/usr/share/texlive/texmf-dist/tex/latex/psnfss/ot1pnc.fd)
> *geometry* driver: auto-detecting
> *geometry* detected driver: dvips
> (/usr/share/texlive/texmf-dist/tex/latex/psnfss/ot1phv.fd) [1]
> (./d9d8962c45871ca6b62e5d3dffbe49ab.aux) )
> (see the transcript file for additional information)
> Output written on d9d8962c45871ca6b62e5d3dffbe49ab.dvi (1 page, 340 bytes).
> Transcript written on d9d8962c45871ca6b62e5d3dffbe49ab.log.
>
> And I really don't get what's happening :S


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