The arguably best way to work with R is through the command line. Some even argue that the use of a graphical user interface (GUI) should be completely discouraged. And that is where I disagree. The command line can be quit intimidating for the new or occasional users, who may therefore benefit from a GUI. There are a number of different GUI available, for example R commander, JGR, Deducer (which includes a very nice plot builder), RKward, Rattle (geared towards data mining) and BiodiversityR (focuses on biodiversity analysis). None of them offer the same sophisticated graphical interface as e.g., S plus or SPSS, but they are in general easy to use and quit suitable for the more common type of analyzes. What they have in common is that while providing you with an graphical interface, they also show you the commands generated via the point and click dialogs. This helps in getting to know the R syntax and thus simplifies the learning curve of R.
A GUI might even by helpful for the more advanced user who quickly want to do some analyses but can’t remember the commands. And what about opening / importing a data file? Of course this can be done from the command line, but sometimes it is just easier to find and import the file in one go using a graphical interface.
For those who like to use R to analyze spatial data, there is ManageR. It is a plugin for Quantum GIS (QGIS ) offering an interface to R. It is actually more a command line interface (CLI) , but with some very basic functions accessible through a menu, such as summary and descriptive statistics, correlation matrix, linnear regression and the most common graphics (inc. scatter plots, histogram, box-plots, pie diagram, bar graph and density plot). There is furthermore a menu to create polygon centroids and voronoi polygons. What like about the plugin is that it makes it very easy to get (vector) data from QGIS in R and vice versa, thus allowing quick analyses of spatial data.
In summary, while I would agree that the best way to work with R is through the command line, there are also users who may benefit from a graphical interface or just like it better. R and the community offer a variety of options to choose from. Some are specifically tailored to the beginning users (e.g., PMG, Rcmdr) while others are for specific uses (e.g., BiodiversityR and Rattle) . For an overview of available R GUI, see the R GUI project page). Just check it out and see which suits best your needs.
Edit September 17 2010: Through this R function reference tool (see this post for more details) I discovered two programs that come with a very different visual programming interface for R. Processes of data analysis are described as a flowchart by the user and then run. After drawing the flowchart the user can run the different functions described in the flowchart. Check out Red-R and Ranalyticflow.
Tuesday, March 01 2011: Check out the new kid on the block, the multi-platform RStudio. Rstudio is a “new integrated development environment (IDE) for R. RStudio combines an intuitive user interface with powerful coding tools to help you get the most out of R”.