xtable in Sweave works awesome, but does one table per regression. You can feed it a data frame, too, so I have been manually rbinding
xtable
Sweave
rbind
The outreg link in the accepted answer is broken now. The new link is
http://pj.freefaculty.org/stat/ps706/outreg-worked.R
There is also an accompanying PDF in the parent folder.