While trying to change the gap between the axis title and the tick labels I found this thread:

http://matplotlib.1069221.n5.nabble.com/Distance-between-axis-and-axis-label-td1181.html

Where it is explained that using:

ax.xaxis.labelpad
ax.yaxis.labelpad

One can adjust this gap. It works perfectly, but the problem is that I have to add some lines in everycode I need this adjustment. I tried to include in my maplotlibrc file these two lines and it gives:

Bad key "ax.yaxis.labelpad" on line 247 in
...\.matplotlib\matplotlibrc.
You probably need to get an updated matplotlibrc file from
http://matplotlib.sf.net/_static/matplotlibrc or from the matplotlib source
distribution