Whenever possible, I try to save R graphic output in a vector format, typically pdf(). I also like to use the handy ggsave() function to do so, as it streamlines the process, and makes it easy to be consistent across formats.
However, at times it is necessary to use a bitmap graphical format, in which case I always prefer to use .pngs. The only downside is that, in Windows at least, png() produces non-anti-aliased graphical elements.
There is, of course, a package for that, called Cairo, which uses cairographics to produce bitmap images with transparency, alpha levels, and anti-aliasing. However, I could never figure out how to use Cairo with ggsave(), until now: