Saving a High quality pdf Image with the Gridlines included

I've produced a fairly complicated plot which has grid lines included in the plot. It looks best as a pdf but when I save the plot as a pdf from the command line it saves a compact version of the plot where the gridlines aren't present and only a few tick mark labels are displayed. When I open the plot using the graphical interface, if I stretch out the window, the gridlines and tick marks appear but when I try saving from that window (via the 'Save As' command) only a portion of the plot appears in the saved pdf file (by this I mean the actual plot is larger than the scope of the pdf file). If I try saving using other file types they don't have the same crisp quality.

[KSSV]

Have you tried this?

http://www.mathworks.com/matlabcentral/fileexchange/23629-export-fig