For someone interested in neural networks, deep learning and stuff like that, is this a useful course? Also, how valuable a skill-set is R?
Been through parts of both and they seem really good. That said, I'd bet that both of these classes would be a lot more meaningful after either Hastie's class (listed here) or Andrew Ng's course.
[1] https://www.youtube.com/playlist?list=PLE6Wd9FR--EfW8dtjAuPo...
Not really (depending on exactly what "stuff like that" means)
Also, how valuable a skill-set is R?
Very
If you don't know any statistical processing package/language/whatever, then learning one is valuable, and R isn't a bad one to know.