I have finally had some time to play with knitr, an R-project package written by Yihui Xie to correct some shortcomings of Sweave. knitR is much more convenient than Sweave, and it integrates beautifully with Lyx (there is a module for knitR in recent versions of Lyx), ggplot, and tikzdevice in R.
Rstudio is a very nice IDE for the R-project. It also understands knitR out of the box. In this case, you can also easily write web pages containing R-project results since you can use Latex of Markdown to compose these pages and/or document your research. If you frequently update a regularly published report that uses data and statistics, you have a perfect setup in this framework (I am not in this case).
Knitrās web page is: http://yihui.name/knitr/
Complementary information and manuals can be downloaded from its GitHub page: https://github.com/yihui/knitr.
If you like Latex/Html and R-project, you should check it.