Check the oscilloscope example - it might be pretty close to your requirements ( or the realtime example what also shows how to plot a curve incrementally - but has nothing to do with "realtime" ).
The oscilloscope example shows an implementation how to plot incrementally without having to replot the complete scene for each new sample. Such an implementation is very, very fast - but you can't implement every type of plot this way. F.e. a plot like the cpuplot example - where the scales are shifted continuously - needs a replot for every point.
If you want to have an idea what refresh rate is possible for full replots on your box try the refreshtest example and play with its options. There is no good reason why your application would have worse results - beside what you do in your code.
Note that the version in SVN trunk re-introduces several optimizations that were removed in Qwt 6 + it offers a way to render to an OpenGL canvas.
Uwe
Added after 6 minutes:
Maybe use an extra thread for collecting the samples. For high sample rates better decouple the sample and refresh rate - like it is done in the oscilloscope example.
Uwe





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