I would primarily recommend the R Inferno. In particular, study section 3 on vectorization, which is probably the key concept in R programming.
Beyond that, I would second Dirk's recommendation of John Chambers book.
Going a step farther: the R language is derived primarily from Scheme. One of the best ways to deeply understand R programming (as compared to a language like Java or C) is by learning about functional programming. For this, the best resource might be SICP (the "Structure and Interpretation of Computer Programs", available free online) which uses Scheme. You can find the relevant video lectures online as well: MIT 6.001 and Berkeley 61a.
