Working comfortably with (X)Emacs + Sweave

I would appreciate if people told me how they solve these problems or
have found any other way to make Xemacs more comfortable. A
"call sweave and then latex on this file in one go" and "show the DVI
that was produced from this Rnw file" command would be very
useful. Emacs init.el files and similar would help a lot, too.

Excellent question. Below is my pedestrian answer. I edit in XEmacs,
and then call this shellscript. You could also bind it to what gets 
called from latex/auctex when you 'compile' the input file.

Dirk


#!/bin/bash -e

function errorexit () {
    echo "Error: $1"
    exit 1
}	

function filetest () {
    if [ ! -f $1 ]; then
       errorexit "File $1 not found"
    fi
    return 0
}
		       
	       
if [ "$#" -lt 1 ]; then
    errorexit "Need to specify argument file"
fi
			   
		   
BASENAME=$(basename $1 .Rnw)
			   
RNWFILE=$BASENAME.Rnw
filetest $RNWFILE
echo "library(tools); Sweave(\"$RNWFILE\")" \
      | Rterm --no-save --no-restore --slave
			       
LATEXFILE=$BASENAME.tex
filetest $LATEXFILE && pdflatex $LATEXFILE
			       
PDFFILE=$BASENAME.pdf
filetest $PDFFILE && acroread

Don't drink and derive. Alcohol and algebra don't mix.