This can be a little burdensome if you are trying to do something quick and creates a file that needs to be cleaned up later. An easier option is to copy and paste the data directly into R. This can be done by using "clipboard" as the file and specifying that it is tab delimited, since that is how Excel's clipboard stores the data.
For example, say you have a table in excel you want to copy into R. First, copy it in Excel.
Then go into R and use this function.
This function specifies that you are reading data from the clipboard, that it is tab delimited, and that it has a header.
Similarly, you can copy from R to Excel using the same logic. Here I also make row.name=FALSE as default since I rarely have meaningful row names and they mess up the header alignment.
Created by Pretty R at inside-R.org
These functions can be added to you .RProfile so that they are always ready for a quick analysis!
Obviously, this technique does not encourage reproducible research. It is meant to be used for quick, ad hoc analysis and plotting; not something you would use for an analysis that needs to be done on a regular basis.