AucTeX with Sweave
ESS
LaTeX
R
I got sweave shortcuts to work in emacs with ESS before (David Whiting's method; see the ess-swv.el file in your emacs lisp ESS folder).
Just found a way to get Sweave working with AucTeX: <http://andreas.kiermeier.googlepages.com/essmaterials>
C-c C-c Sweave
Then Latex like usual!