I have added a demo file to the latest version of the fanplot package. It has lots of examples of different plotting styles to represent uncertainty in time series data. In the updated package I have added functionality to plot fan charts based on irregular time series objects from the zoo package, plus the use of alternative colour palettes from the RColorBrewer and colorspace packages. All plots are based on the th.mcmc object, the estimated posterior distributions of the volatility in daily returns from the Pound/Dollar exchange rate from 02/10/1981 to 28/6/1985. To run the demo file from your R console (ensure fanplot, zoo, tsbugs, RColorBrewer and colorspace packages are all installed beforehand);

# if you want plots in separate graphic devices 
# do not run this first line...
par(mfrow = c(10,2))
# run demo
demo(sv_fan, package = "fanplot", ask = FALSE)

The demo script should output this set of plots:

If you wish, click on the image above and take a closer look in your browser. In R, you can save the PDF version of all the plots on one graphics device (which looks much better than what comes up in my R graphics device):

dev.copy2pdf(file = "svplots.pdf", height = 50, width = 10)