WinEt allows you to complie *.tex files for LaTeX as well as include useful plugin functions with which you can manage a dofile for STATA (currently to WinEdt 5.0) and a script file for R. One of great advantage of this program, you can execute many different programs all at the same time through it. For examples, I have been using WinEdt for several purposes as follows:
1) Write a R script and run it on, which opens a R output screen to display any analyses (I find this plugin function is really helpful to debug any errors incurred).
2) Write a TeX file to produce academic papers as well as powerpoint style (but looking much professional) LateXBeamer.
3) I manage *.bib file (for JabRef for reference management) easily.
In short, WinEdt is a package program for you to do multitasking. It is based on 30 days trial version, but the permanent license for obtaining an educational version is $40.00. Download is available at http://www.winedt.com/download.html.
** Screen Shot **
Part I. Basic Function –> will be updated soon.