My favorite text editor on Windows is Ultraedit, but it does not have a nice interface to R in the same vein as Emacs/ESS, Tinn-R, or Eclipse. (I have never used Eclipse.) Ultraedit is powerful enough to submit whole R programs and even capture the output, but you cannot submit pieces and parts of programs.
Until now. After one night of dusting off my C skills and learning a bit about how to use winsock, I have created a little command line tool that will send code to R and get back the output. It's very rough around the edges, but it works.
You may also be interested in this forum thread.
Please read the README before using, as it will give you some minimal instructions on setup. Notably, the svSocket package is required (it's part of Sciviews, linked above, and available on CRAN).
If you use Ultraedit and R, I think you will find it helpful even with the rough edges. Feedback is appreciated, either here or the linked thread.