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I make extensive use of scatter_matrix and I find misalignments in the coordinates of the scatter plots (off-diagonal) and the histograms (on-diagonal) which seem undesirable to me.
Consider the picture
).
In this case, there is a clear misalignment (of about .02) in the x-coordinate between the subplot in position 1,2 and the subplot in position 2,2.
In other words, the peeks in subplots 1,2 and 2,2 should occur at the same x location
(at least, IMHO, this would be more meaningful behavior).