While we were at R/Finance in Chicago over the weekend (more on that later), it was a great pleasure to meet in person Paul Teetor, author of the R Cookbook (published by O'Reilly). If you haven't picked it up yet, I recommend checking it out: if you already have a basic familiarity of the R syntax, but want to expand your skills, this is an excellent book. One of the best was to learn R is by doing with R, and the recipe-guide style of the book really helps with a step-by-step process for tackling all sorts of practical problems. Just check out the table of contents for a section that matches the problem you're trying to solve, and follow the guide to learn how to do it ... and learn more about R along the way.
The FlowingData blog has a more in-depth review of the R Cookbook; follow the link below for more.
FlowingData: Review: R Cookbook from O’Reilly