Staple each problem separately, and attach all your problems together with a binder clip or paper clip
print or write single-sided (helps me to look at equations or code that spans multiple pages)
handwritten answers are fine as long as it is legible
code tips
See ProgrammingPrincipals and ProgrammingTipsForStatisticians for tips. These pages should probably be merged. In fact that could be a nice project for something with which to amuse oneself. You may have your own opinion about some of the tips on these pages, but in general, try to strike a balance between saving typing, efficient calculations, and readability, keeping in mind someone else may have to read your code (as in homework!), or you may have to read it after several months or years.
If you can, print the code in color if you are using knitr or something that automatically colors your code.
Name variables thoughtfully. Try to avoid many variations of a string as variable names that might get mixed up within the same code. For example, beta0, beta_0.
Don't be afraid to use longer variable names for clarity.
If you have multiple words in a variable name, you can use camel case for readability, e.g. beta0Est
If you are interested in knitr, you may want to see this page with tips on knitr: KnitrHowto.
Caching R results
If you are using knitr, there is an easy way to store results for long computations. See caching on KnitrHowto.
In Sweave, you can use weaver, which is described here: SweaveWeaver. There is also the cacheSweave package, but I haven't used it.