heat map - Creating heatmap (concentration of points) in QGIS?

There was already How to build effective heat-maps? from 2010 where the answer was basically "use QGIS Heatmap plugin".

I've also read on QGIS webpage that it is now "implemented as a native C++ plugin"

What is the best way to generate a heatmap from a list of observations, in QGIS?

Answer

I've just learned that the heatmap plugin is not part of version 1.7, so if that's what you're using (like I am), it's not here for us to use it yet. If you're using the "trunk" version of QGIS the heatmap can be found under the Raster menu.