remove legend title in ggplot

You were almost there : just add theme(legend.title=element_blank())

ggplot(df, aes(x, y, colour=g)) +
  geom_line(stat="identity") + 
  theme(legend.position="bottom") +
  theme(legend.title=element_blank())

This page on Cookbook for R gives plenty of details on how to customize legends.

This works too and also demonstrates how to change the legend title:

ggplot(df, aes(x, y, colour=g)) +
  geom_line(stat="identity") + 
  theme(legend.position="bottom") +
  scale_color_discrete(name="")

Since you may have more than one legends in a plot, a way to selectively remove just one of the titles without leaving an empty space is to set the name argument of the scale_ function to NULL, i.e.

scale_fill_discrete(name = NULL)

(kudos to @pascal for a comment on another thread)