The main issue I've had is speed. As soon as you have problems that can't be vectorized, models that take 30 hours to run in R take 30 minutes in python.
I've been working with Python for the last year and appreciate how much it helps with general IT problems, but I would still stick to R for statistical/data analysis.
This seems highly unlikely, based on my 20+ years with R. Yes, using wrong data structures/algorithms can lead to slow code, but switching languages won't fix this.
rprof and microbenchmark are your friends if you really need to optimize your code.
and (as in python, and as several others have pointed out), if you have something especially challenging, write it in C/C++/fortran instead, and link it to R.