Using Sweave with XeLaTeX

Using R with LaTeX via Sweave is a great way to create reproducible output. However, using specific fonts, e.g. your corporate fonts, can be painful with pdflatex. Over the last few weeks I have fallen in love with the TeX format XeLaTeX and its XeTeX engine. With XeLaTeX I had to overcome some hurdles, which I would like to share here: attaching files, trimming and clipping images, learning how to use the tikzDevice package.