IDEs for R

First of all I strongly recommend emacs (because this is the one I use everyday - and I LOVE it, but I use Emacs for everything. It is definitely worth a try, especially if you like to work with shortcuts, but you need a lot of patience in the beginning.)
Ubuntu:
After installing R and emacs install the package "ess" via apt-get or Synaptic;
start emacs, type "M-x R", hit the Enter key - and here we are: Welcome to "emacs speaks statistic"
Win and Mac:
the configuration is - and that is what I read on the web - much more difficult, so the best you can do, is downloading the all-in-one-package provided by Vincent Goulet (i.e. it contains emacs and ess and some other add ons and is already configurated). Of course you can try to do it on yourself and maybe report on your experiences, I am very interested. However here is the link

I used it on Ubuntu, WinXP and Win7. Works fine on every OS (Emacs and Linux works best)

The Rcommander is a integrated GUI; start R, install the package "Rcmdr": install.packages("Rcmdr", dependencies=T), start the Rcommander with library(Rcmdr)
Here is a link for further informations.. It works on all platforms.

I saw it a few times, i worked with it three or five times. But it is all I can say about it.

Rstudio is a nice IDE, also available for Win, Mac, Linux. If you do not want to use emacs try this or Tinn-R (only Win); the recommended download link for Tinn-R is http://sourceforge.net/projects/tinn-r/

Deducer - it looks very nice: data editor, menues, etc pp the homepage is: www.deducer.org.
For windows there is a msi which installs all you need, if R is already installed there are some packages you need additional - and you need a current Java version.
Everybody who likes to or used to work with SPSS or something like this - try it. The graph builder (works with ggplot2) is really nice.
some I heard of:

http://rforge.net/JGR/
http://rattle.togaware.com/ (data mining - will try it soon...)

To be continued...