For blogs specific to R nothing beats the r-bloggers.com aggregator, but if you're looking for a general list of blogs of interest to the Stats geek (or data scientist, if you prefer), check out this list of 40 Fascinating Blogs for the Ultimate Statistics Geek. While has some notable omissions (Andrew Gelman's Statistical Modeling blog and Drew Conway's Zero Intelligence Agents come immediately to mind), it's still a great list of blogs with interesting statistical content. And I'm not just saying that because this here statistics blog is on the list. (Well, maybe just a little bit.)
Update: Hmm, Gelman's blog is on the list, but is oddly listed as being "from Dartmouth".