It is certainly a good thing (for speed) that the majority of lines of R are written in C. I used to work in a shop that did much of our development in R. We always used to joke "R is really fast if you write it in C".
1. Use the functional style stuff rather than loops ( i.e. especially the apply family of functions)
2. For large data sets avoid the default memory management which involves loading everything into memory all at once. The sqlite dataframe stuff is probably a good default for larger data sets :)
It's still slow though.
It'd be cool to see R evolve more quickly as a language (implementation wise). We're getting hints of it with the new byte code compiler though.
That would be ideal.