Drawing minimal xy axis

with TiKZ:

\documentclass[tikz,border=2mm]{standalone}
\begin{document}
\begin{tikzpicture}
\draw[help lines, color=gray!30, dashed] (-4.9,-4.9) grid (4.9,4.9);
\draw[->,ultra thick] (-5,0)--(5,0) node[right]{$x$};
\draw[->,ultra thick] (0,-5)--(0,5) node[above]{$y$};

\end{tikzpicture}
\end{document}

Why pgfplots is left out?

\documentclass[border=2mm]{standalone}
\usepackage{pgfplots}
\pgfplotsset{compat=1.11}
\begin{document}
\begin{tikzpicture}
  \begin{axis}[grid=both,ymin=-5,ymax=5,xmax=5,xmin=-5,xticklabel=\empty,yticklabel=\empty,
               minor tick num=1,axis lines = middle,xlabel=$x$,ylabel=$y$,label style =
               {at={(ticklabel cs:1.1)}}]
  \end{axis}
\end{tikzpicture}
\end{document}

A PSTricks solution:

\documentclass{article}

\usepackage{pst-plot}

\begin{document}

% parameter
\def\size{5} % natural number

\begin{pspicture}(-\size,-\size)(\size.57,\size.62)% found manually
  \multido{\iA = -\size+1}{\numexpr2*\size+1}{%
    \multido{\iB = -\size+1}{\numexpr2*\size+1}{%
    \psset{linewidth = 0.5\pslinewidth, linestyle = dashed, linecolor = gray!50}
      \psline(-\size,\iA)(\size,\iA)
      \psline(\iB,-\size)(\iB,\size)}}
  \psaxes[labels = none]{->}(0,0)(-\size,-\size)(\size.21,\size.21)[$x$,0][$y$,90]
\end{pspicture}

\end{document}

All you have to do is choose the value of \size and the drawing will be adjusted accordingly.

I've drawn the grid manually since pstricks-add's function for this makes it look wierd, I think.