A post over on Dang, another error (show me yours and I’ll show you mine) has a method of working with R which uses an IDE called Eclipse in conjunction with a plugin called StatET. Eclipse is one of a number of IDEs that I’m aware of (Tinn-R being another, but this Sciviews pages has an enormous list).
I like R-Studio and have recommended it to a number of other people, many of whom have also taken up using it (one even saying that once youve gotten used to it, you cant imagine using R without it). Similar to other IDEs, it has various panes for assorted purposes. I have it set up so that I have scripts top-left, the R console bottom-left, workspace, history and package selection top-right and then system navigator, plots and help bottom-right. These different panels make working with R-Studio a pleasure, you set them up as you want them and can shift them around if you need.
One of the most useful features is the workspace. This shows the name, class and size of objects and lets you see at a glance what you have in your workspace. Super useful!!! I also really like that everything is all in one window, rather than having to switch between the internet browser for help, a plot window, code and console windows (yes, I am aware that you can make R place console, script and plots in a single window, but i dislike the text editor and the way that you sometimes have to search for the window, especially on small screens).
R-Studio can also link in with Sweave, R Markdown and HTML so you can make some nice PDFs straight from the same program. It Even has version control if you have GIT or SVN. Its not a feature that I use, but you can also join objects and script together into projects so that you just load the project and all of the code and objects are there.
A great piece of software!