Of course minutes after writing this an excellent blog post went up containing recommendations for intro to R books. I couldn't resist passing it along as well:
Gov 2001,Thanks to everyone who is annotating, turning in the reading quizzes and otherwise participating in the class. One of the early pieces of feedback we've gotten is request for more R learning materials. I culled together some R resources that you may or may not have seen. These are in addition to the resources available on the Course Website under Computing Documentation, Using R and Zelig.Teaching R through SabermetricsCRAN's Introduction to RSome nice R exercisesLearnR Toolkit for Excel Users (exercises, lecture notes and video!)
The R PrimerYou also might consider R in a Nutshell: http://www.amazon.com/R-Nutshell-Desktop-Quick-Reference/dp/059680170X/ref=sr_1_1?ie=UTF8&qid=1296270780&sr=8-1Good luck and happy coding! I promise that it gets easier.Brandon