Once you have developed a good knowledge of the R language, take a look at
Emacs with
ESS. You'll
learn the keystrokes very quickly and -- because your hands never leave
the keyboard -- you'll be able to type code much faster. In time,
you'll feel disoriented every time you have to grab the mouse.
The Emacs tutorial (C-h t) will help you get started quickly. You can also learn a lot of tricks from the
Emacs reference card and the
ESS reference card.
Vincent Goulet distributes a nice version of Emacs with ESS for MS Windows. His page also contains a nice set of
.emacs initialization files for GNU/Linux, MS Windows and Mac.