At last night's meeting of the ACM Student Chapter at the University of Chicago, DIrk Eddelbuettel gave an invited guest lecture, "Programming with Data: Using and Extending R". I wasn't there myself, but Dirk has already posted his slides, and they're a treat. After a backgrounder on R itself (BTW, I'm flattered he referenced my Introduction to R talk here), Dirk dives into some case studies on various ways to call C, C++ and Fortran code from R. Most of the time is spent on the Rcpp interface (by Dirk and Romain François), which greatly simplifies the process of writing C++ code to be called from R. You can even "inline" C++ code directly in your R program, freeing you from the need to write complete C++ source files, and compile and link the code yourself. Dirk presents some impressive performance gains from using this technique.
[Update 9:42am: Attribution of Rcpp]
Dirk Eddelbuettel / Thinking Inside the Box: U of C ACM talk