Some useful links for the R statistical software package
R/CRAN
An introduction to R
R quick 'reference card'
R Project
R News
R Mailing Lists
Junjia Zhu's guide to using the command line to control R variables.
Baojun Qiu's compilation of useful R tips for Stat 515 students.
Roger Peng's guide to calling C from R.



Some basics
Editing:
It is vital that you use a good editor for R --- debugging your programs will be a nightmare otherwise. I believe emacs is the best way to do this, plus you may only want to use ESS, which is a great environment for you to run and debug your R programs. Here is the relevant information:
For help on this go to ESS (emacs speaks statistics) OR ESS (emacs speaks statistics) within the R project website though John Fox's guide may be a good starting point.

For Windows: R for Windows Frequently Asked Questions

For Mac OSX, things are easiest: Simply download and use Aquamacs from: here . Remember to name your R files with the extension .R so ESS understands that you are typing R code.