I've just added the following command to my Sweave bundle for using the command line interface to R rather than the GUI:

M=${TM_SWEAVE_WD:=${TM_DIRECTORY}} echo -e "setwd('$M')\nSweave('$TM_FILEPATH')" | "$TM_BUNDLE_SUPPORT/../../R.tmbundle/Support/tmR.rb"

Note this assumes both R and Sweave bundles are located in the same directory. The /../../ is to back up from the Sweave bundle Support directory and go into the R bundle Support directory.

Command output should be set to "Show as HTML"

I have only tested this on example-1.Snw