I get this from a Linkedin R user forum.  I think it will helps people outside that group so I ask permission to post the list here.  The original list from http://in.linkedin.com/in/harshsinghal

http://had.co.nz/plyr/plyr-intro-090510.pdf for data manipulation

http://www.stats.ox.ac.uk/~ruth/RCourse/Rcourse3.pdf

http://cran.r-project.org/doc/contrib/usingR.pdf for R basics

http://www.ats.ucla.edu/stat/r/dae/default.htm with annotated outputs in R

http://cran.r-project.org/doc/contrib/Rossiter-RIntro-ITC.pdf tutorial with info on plots

http://www.statmethods.net/stats/regression.html

http://www.rmetrics.org/ provides an Open Source framework for Financial Analysis.

http://www.econ.uiuc.edu/~econ472/e-Tutorial.html has lecture notes with R code

A brief guide to R and Economics http://people.su.se/~ma/R_intro/R_intro.pdf

http://www.stat.pitt.edu/stoffer/tsa2/index.html has a good beginner’s tutorial for Time Series

http://www.quantmod.com/ provides a great analysis and visualization framework for quantitative trading

http://www.wise.xmu.edu.cn/2007summerworkshop/download/Advanced%20Topics%20in%20Time%20Series%20Econometrics%20Using%20R1_ZongwuCAI.pdf advanced time series in R

Interesting time series packages in R http://robjhyndman.com/software

A Data Mining tool in R http://rattle.togaware.com/

An online e-book for Data Mining with R http://www.liaad.up.pt/~ltorgo/DataMiningWithR/

Advanced Statistics using R http://www.statmethods.net/advstats/index.html

Guide to Credit Scoring using R http://cran.r-project.org/doc/contrib/Sharma-CreditScoring.pdf

http://addictedtor.free.fr/graphiques/ is a graph gallery of R plots and charts with supporting code

A tutorial for Lattice http://osiris.sunderland.ac.uk/~cs0her/Statistics/UsingLatticeGraphicsInR.htm

Ggplot R graphics http://had.co.nz/ggplot2/

Ggplot Vs Lattice @ http://had.co.nz/ggplot/vs-lattice.html

Multiple tutorials for using ggplot2 and Lattice http://learnr.wordpress.com/tag/ggplot2/

Introduction to the Text Mining package in R http://cran.r-project.org/web/packages/tm/vignettes/tm.pdf

Social Network Analysis http://www.r-project.org/conferences/useR-2008/slides/Bojanowski.pdf

Web Scraping in R http://www.programmingr.com/content/webscraping-using-readlines-and-rcurl

http://learnr.wordpress.com/2009/10/06/export-data-frames-to-multi-worksheet-excel-file/ to embed R data frames in Excel via multiple approaches.

http://www.statconn.com/ provides a tool to make R usable from Excel

Connect to MySQL from R http://erikvold.com/blog/index.cfm/2008/8/20/how-to-connect-to-mysql-with-r-in-wndows-using-rmysql

http://www.statmethods.net/input/importingdata.html provides info about pulling data from SAS, STATA, SPSS, etc.

Thematic Maps with R http://stackoverflow.com/questions/1260965/developing-geographic-thematic-maps-with-r

http://smartdatacollective.com/Home/22052 for geographic maps in R

Google Charts with R http://www.iq.harvard.edu/blog/sss/archives/2008/04/google_charts_f_1.shtml

Intro to using RGoogleMaps @ http://cran.r-project.org/web/packages/RgoogleMaps/vignettes/RgoogleMaps-intro.pdf

http://www.stat.uni-muenchen.de/~leisch/Sweave/

R2HTML http://www.feferraz.net/en/P/R2HTML

Poor Man GUI for R http://wiener.math.csi.cuny.edu/pmg/

R Commander is a robust GUI for R http://socserv.mcmaster.ca/jfox/Misc/Rcmdr/installation-notes.html

JGR is a Java-based GUI for R http://jgr.markushelbig.org/Screenshots.html

Tinn-R makes for a good R editor http://www.sciviews.org/Tinn-R/

An Eclipse plugin for R @ http://www.walware.de/goto/statet

Instructions to install StatET in Eclipse http://www.splusbook.com/Rintro/R_Eclipse_StatET.pdf

Komodo Edit R editor http://www.sciviews.org/SciViews-K/index.html

http://www.omegahat.org/ has a very interesting list of packages that is seriously worth a look

Commercial versions of R @ http://www.revolution-computing.com/

A very informative blog http://blog.revolution-computing.com/

Red R for R tasks http://code.google.com/p/r-orange/

KNIME for R http://www.knime.org/introduction/screenshots and is worth a serious look.