CRAN: Basic Installation of R from CRAN.
R Studio: An integrated R platform that you might want to use to make running R easier.
ESS: Connecting to R using emacs -- not necessary, but if you like using emacs, this is the way to connect it with R.
Tutorials to Get You Started
A quick introduction to R from CRAN.
UCLA Stat Consulting Group Guide to R: Includes examples, installation tips, FAQs, and downloadable books on R.
Collection of R tutorials: A collection of tutorials, mostly for beginners, from Rocio Titiunik.