Yet another way to apply the TeX formatting command to a Texinfo file
is to put that command in a local variables list at the end of the
Texinfo file.  You can then specify the tex or texi2dvi
commands as a compile-command and have Emacs run it by typing
M-x compile.  This creates a special shell called the
*compilation* buffer in which Emacs runs the compile command. 
For example, at the end of the gdb.texinfo file, after the
@bye, you could put the following:
     Local Variables:
     compile-command: "texi2dvi gdb.texinfo"
     End:
     
This technique is most often used by programmers who also compile programs this way; see Compilation.