If you are executing a plot command in a R script it should default to generating a pdf document with your plot.  This is really cool because you don’t really have to think about how to show what you have calculated in your script.  But when you need a different output format you must use the postscript command.

Here is a quick example of how I used it to create an eps image to embed in a latex document:

postscript(file="plot.eps", onefile=FALSE, horizontal=FALSE)

Though the postscript command has lots of arguments, I only used the horizontal to make sure that the image was in a vertical position.