When working with R you end up using a large number of datasets, packages, functions, objects, output files, workspaces, etc. It can get a bit overwhelming trying to keep everything organized. That is why a consistent, well-organized workflow is needed. I definitely do not have one yet. I'll post more on script editors and IDEs another time but for now I just wanted to share this video on R Workflow that includes Eclipse, Sweave, LaTeX, and R.
Good luck and feel free to comment with any personal experiences or suggestions.