Graphically detecting heteroscedasticity in OLS I wonder how do I check heteroscedasticity in the OLS regression model using graph. 

What kind of plot should I use? Plotting residual against what? Independent variables?
You can visually inspect for heteroscedasticity in the disturbances by plotting the regression residuals against the fitted values and then checking if you can discern some pattern to the spread of the residuals in the scatterplot. The idea here is that the variance (spread) of heteroscedastic errors $\varepsilon_i$, conditional on the explanatory variables $X_i$, is not constant:

$$ Var(\varepsilon_i | X_i) \neq \sigma^2.$$

You can also explicitly test for heteroscedasticity in a linear regression by using statistical tests such as Breusch-Pagan or White.