MATLAB: How to (cleverly) index points in a plot

MATLABplot

I have a for loop which plots a point each iteration.
In total there are about 4000+ points to be plotted. From the figure, I want to select a point and see which iteration gave me that point.
The only way I thought of doing this is by printing the index next to the points on the plot which creates a very messy picture.
Thanks,
Mohit.