R and some updated links
One of the better ones I found for starting with R was Regression Using R on Jeremy Miles' site. In nine steps (the first—installing R—should take longer than the rest), he walks us through installing R and doing our first regression analysis from data in a file on our systems. It can give a lot of confidence to get your first results with real data in very few steps.
Jeremy also links to Bob Muenchen's R for SAS and SPSS Users, which seems great for, well, SAS and SPSS users, although it may be useful for some of the rest of us, too. Paul Johnson's Rtips page appears to have more advanced tips.
Speaking of links, I've updated the Facilitated Systems' Links page. I've added to the Data, Knowledge management, and Project management sections and cleaned up a few links that had changed or disappeared.