6 great URLs for R programmers

http://www.r-bloggers.com/r-calculating-all-possible-linear-regression-models-for-a-given-set-of-predictors/
Mark Heckmann is an R developer with a great coding style and excellent recommendations (and he's nice enough to be willing to share his advice).  His blog posts will save you a lot of programming time and possibly a lot of runtime.

http://www.burns-stat.com/pages/Tutor/R_inferno.pdf
(Arguably) the most important book for advanced R developers.  Written in the form of Dante's Inferno, it does for R what the Effective C++ books did for C++: those who read it will improve their code.  Those who don't will still write code that works or doesn't work, but it will be far from optimal.

http://www.r-bloggers.com/basics-on-markov-chain-for-parents/
A cool example of using R for game analysis.  Take it to Vegas!  (Is there R for Android?  If there is, it will help you to decide when to stop pulling that handle)

http://www.statmethods.net/
IMHO, This is THE best web site for R!

http://www.r-bloggers.com/the-kalman-filter-for-financial-time-series/
A very interesting  post in r-bloggers

http://www.slideshare.net/bytemining/taking-r-to-the-limit-high-performance-computing-in-r-part-1-parallelization-la-r-users-group-727/
How to help R crunch big data without choking