knitr is a tool which 'knits' together R and pdf, R and Markdown and more. More information on knitr can be found here as well as lots of examples. In fact there are so many examples that its sort of daunting, which is why I started my own collection of examples which are more relevant to the work I do. Oh yeah, information on markdown can be found here.
I typically like to use knitr through RStudio where it is well integrated and has point and click buttons. Sometimes it may make more sense to interact with knitr at the command line. A few good commands to remember include:
-knit() - knits input into an output document who's format depends on the input file's extension
-purl() - extract the R code from an input file
More on this can be found in the knitr documentation or the knitr reference card.
The knitr graphics manual has some good examples as well.
Enjoy!