R – Continuous Integration with multiple projects/languages/environments

You might want to check out Nose and the Xunit output plugin. You can have it run your unit tests, and coverage checks with this command:

nosetests --with-xunit --enable-cover

That'll be helpful if you want to go the Jenkins route, or if you want to use another CI server that has support for JUnit test reporting.

Similarly you can capture the output of pylint using the violations plugin for Jenkins

I'd suggest looking into Maven (or if you don't want to move to Maven, Ivy, which integrates with Ant) - it's not really the CI server's job to handle artifact dependencies like you're talking about.

That said, if you have two jobs on a Hudson server, say, job_a and job_b, you can configure job_a to archive its artifacts (including the jar file(s) you need in job_b), and then kick off job_b when it finishes. And then, within job_b, you can then use ant's get task to download the jar file(s) from http://hudsonserver/job/job_a/lastStableBuild/artifact/jarfile.jar (etc). There'll always be something at that location, since it's a symlink to the last stable build of job_a, so you don't have to worry about job_b running and not finding the jarfile it needs.