In R, I use expression(theta[l]) so that the label of my plot axis is that same as $\\theta_l$ from LaTeX. For esthetic reasons, I\'d rather like t
expression(theta[l])
$\\theta_l$
This is a somewhat dirty solution, but it makes it:
plot(1,1, xlab=expression(theta)) title(xlab=" \u2113",line=3.2,cex.lab=.7)
First plot with the theta symbol. Then add the \ell symbol with smaller font size and manually setting the position.