Sage + LaTeX = SageTeX
This demos how Sage and LaTeX can be combined.
Automatic Mode
Just click on the *.tex files and the two-pane editor should show up. SageTex and BibTex is run automatically, too!
Manual Mode
Edit the .tex file, compile it via pdflatex sagetex.tex in the Terminal.
If you change some Sage commands, you have to re-run sage sagetex.sagetex.sage in order to incorporate the changes in the output.