Just saw the announcement of the availability of Rstudio, a new (free & open source) integrated development environment for R that works on Windows, Mac, and Linux. Judging from the screenshots, it looks like Rstudio supports syntax highlighting for Sweave & easy PDF creation from Sweave code, which is something I haven't seen anywhere else (on Windows at least). It also has all the features you'd expect of any IDE: code syntax highlighting, code completion, an object and history browser, and a tabbed interface for editing R scripts. I've been happily using NppToR for some time now, and although it works well for me, it's no real IDE solution. I'll have to give this one a shot.
RStudio - an integrated development environment (IDE) for R