an easy and fast way is to set pch='.' . The performance is shown below
x=rnorm(10^6)
> system.time(plot(x))
user system elapsed
2.87 15.32 18.74
> system.time(plot(x,pch=20))
user system elapsed
3.59 22.20 26.16
> system.time(plot(x,pch='.'))
user system elapsed
1.78 2.26 4.06