Actually, this a feature plot (featurePlot) in caret, for example, and is common in machine learning. A slightly more general version:
data_set <- diamonds[1:1000, c(1, 5, 6, 7, 8, 9, 10)]
response <- "price"
feature_plot <- function (data_set, response) {
  mtmelt <<- melt(data_set, id = response)
  p <- ggplot(mtmelt, aes(x = value, y = mtmelt[, 1])) +
    facet_wrap(~variable, scales = "free") +
    geom_point() +
    labs(y = response)
  p
}
feature_plot(data_set, response)