gistfile1.php

$possibleTemplates = array(
    plugin_dir_path( __FILE__ ).'/template_file_name.php', // default template
    TEMPLATEPATH.'/my_plugin_name/template_file_name.php', // user can override default with this template
    STYLESHEETPATH.'/my_plugin_name/template_file_name.php', // or user can override default with this template
);
$tempalteToUse = false;
foreach($possibleTemplates as $possibleTemplate){
    if(is_readable($possibleTemplate)){
        $tempalteToUse = $possibleTemplate;
    }
}
if($tempalteToUse){
    require($tempalteToUse);
}