If I lock the screen using gnome-screensaver (gnome-screensaver-command --lock) and enter the password, a big dot is shown instead of each character. Is it possible to change this behaviour such that no place-holders are shown if I type in my password (like normally in the shell)?
There's a way to change it but it doesn't completely answer your question.
I tried this on Debian 6 but it should work on any Gnome system. Unfortunately, it needs to show some kind of placeholder so it won't work like a terminal password prompt and show nothing. The closest I got was using a blank space. But you could experiment to see what does work.