I am looking for a latex plugin for Visual Studio 2010 (preferably free) .
Features it must have:
I do not think there is anything available for VS. As an alternative, I use eclipse with the texlipse plugin. It has all of the features on your list. I do not use windows but ubuntu with eclipse, R, MySQL and Sweave is sufficient to cater for all my data connection, management, manipulation, analytical and reporting needs. All the tools listed are available on Windows with sufficient connectivity to SQLserver with RODBC.