Just to tie this up with a nice little bow at the time of current writing, the best existant tutorials on publication-quality tables and usage scenarios appear to be an amalgamation of these documents:
- A Sweave example (source)
- The Joy of Sweave: A Beginner’s Guide to Reproducible Research with Sweave (source)
- Latex and R via Sweave: An example document how to use Sweave (source)
- Sweave = R ยท LaTeX2 (source)
- The
xtablegallery (source) - The Sweave Homepage
- LaTeX documentation
Going beyond the scope of what currently exists, you may want to ask the author of The Joy of Sweave for a document on publication-quality tables specifically. It seems like he’s gone above and beyond this problem in his research. In addition to the questions you’ve raised, this space specifically could use a style guide that, flatly, does not currently exist.
And, as mentioned in the question errata, this is a perfect example of a question for https://tex.stackexchange.com/. I encourage you to continue to ask specific questions there when you run into any difficulties in your current projects.