Scatter plot with indication of the density of points

R's qplot function has a nifty alpha parameter for shading coincident points in a scatter plot darker. Here it is in action:

http://www.decisionsciencenews.com/2010/07/01/maps-without-map-packages

I'm wondering how to do the same in Mathematica. Here's code to grab the data from the above article and plot it, without the nifty shading:

data = Rest@Import[
  "http://www.decisionsciencenews.com/wp-content/uploads/2010开发者_运维问答/07/latlong.zip", 
  "latlong.csv"]

ListPlot[data, PlotRange -> {{-130, -65}, {23.5, 50.5}}, Frame -> True]

The question is, how to add the shading of the points?

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I think this has a few different solutions. If you just want to adjust the opacity of every point you can:

ListPlot[data, PlotRange -> {{-130, -65}, {23.5, 50.5}}, 
 Frame -> True, PlotStyle -> Opacity[0.5]]

This produces a very similar effect as the plot in your link.

Custom color maps based on density are possible but my implementation does not produce pretty graphs yet.