R help - Jun 2010 - Why the variation when creating .pdf file output for my plots?

Esteemed R Users,

Would some one be patient enough to explain the variation i see when 
creating .pdf file output for my plots? FYI- my goal is produce the 
highest quality .pdf output from the R 'command line' as opposed to 
using the menu of the acitve graphics window.

Im using 32bit WinXP. Session info at the bottom. I have Ghostscript 
v8.71  installed and in the Path such that C:\gswin32c.exe runs said 
program.

All shared insights appreciated!

Karl

Method 1:
In the R graphics device window, form the menu File>Save As>PDF

-yields a .pdf file of 700Kb (in this plot example)

Method 2:
 > dev2bitmap(file="expression.density.plotb.pdf", type =
"pdfwrite",
 > method = "pdf")
 > dev.off()

-yields a .pdf file of 300kb (same plot example) indistinguiashble (on 
the screen atleast) from method 1.

Method 3:
 > pdf(file="my_plot.pdf", paper="a4")
 > dev.off()

-yields a .pdf file of 1kb (same plot example) and returns the following 
error when attempting to open with Adobe acrobat:

"There was an error opening this document. This file cannot be opened 
because it has no pages."


SessionInfo()
R version 2.10.1 (2009-12-14)
i386-pc-mingw32

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United 
States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C 

[5] LC_TIME=English_United States.1252

attached base packages:
[1] grDevices datasets  splines   graphics  stats     tcltk     utils 
   methods
[9] base

other attached packages:
[1] affy_1.24.2     Biobase_2.6.1   gdata_2.7.1     svSocket_0.9-48 
TinnR_1.0.3
[6] R2HTML_1.59-1   Hmisc_3.7-0     survival_2.35-7

loaded via a namespace (and not attached):
[1] affyio_1.14.0        cluster_1.12.1       grid_2.10.1
[4] gtools_2.6.1         lattice_0.17-26      preprocessCore_1.8.0
[7] svMisc_0.9-56        tools_2.10.1

-- 
Karl Brand <k.brand at erasmusmc.nl>
Department of Genetics
Erasmus MC
Dr Molewaterplein 50
3015 GE Rotterdam
P +31 (0)10 704 3409 | F +31 (0)10 704 4743 | M +31 (0)642 777 268

> 
> Method 3:
>  > pdf(file="my_plot.pdf", paper="a4")
>  > dev.off()
The `pdf` function opens a *new* graphics device, you then send output 
to the device before calling dev.off(), e.g.,

pdf(file = my_plot.pdf")
plot(1:10, 1:10)
dev.off()

> 
> -yields a .pdf file of 1kb (same plot example) and returns the following 
> error when attempting to open with Adobe acrobat:
> 
> "There was an error opening this document. This file cannot be opened 
> because it has no pages."