Should I treat age as a continuous variable or factor? Age is a predictor variable among a few others (gender, weight and height) and my response is the log-odds of a certain disease (binomial glm). 
My age data runs from 21 until 40. I am not sure whether to treat age as a continuous variable or as a factor with age groups: 21-25, 26-30, 31-35, 36-40. 
Are there any plots which I can produce that can help determine which would be the better approach? 
 A: It depends on the context.
For example if you are looking for the effect of age on children's height, it makes sense to look at it as a continuous ( integer) value.
If you're looking for e.g. the effect of age on oncogenesis then it makes sense if you look at age groups. Young vs old, above 55 and below 55, ...
For your example, unless age is a confounder of a hidden factor such as for example being college grad or still a student ( risk factor for young adults STD infection), I'd bin my data into reasonable bin sizes.
A: create some sort of distribution plot (boxplot, violin plot) with all of the ages shown discretely on the x axis. you can examine that to see if there are shifts in the mean, or in the variance. that would give you some idea on what kind of bins you could try. Then you can just try it out both ways.
Sometimes, there would be theoretical reasons to bin or not bin (or more generally, to leave as one continuous variable or to recode in some way). Take something like alcohol consumption. Here in the US the legal drinking age is 21-- there's probably a break point there. At 18 students go to college and there's probably a shift there too. So you would probably not want to use age strictly as a continuous variable if your response was alcohol consumption.
For a disease: the aging process that might change our probability of getting a disease doesn't usually happen in sudden shifts, therefore, I would tend to start with a continuous variable. However, the impact of age may not be strictly linear-- being one year older might matter more if you're 39 than if you're 22. So binning may still be something you need to try, or adding the square of the age or something like that.
