I think pgfSweave should replace the default of Sweave system because it brings significant improvements over the original Sweave. I certain have made it my default Sweave tool on my system.
——————————- EDITED ON MAY 1, 2010 ————————————–
Since StatET made Sweaving so simple and easy, I don’t have incentive to work directly on LaTeX documents any more. It is actually much simpler and more intuitive to work directly on a Sweave documents and see results in the final PDF output.