Jeffrey Breen just gave a talk entitled “Tapping the Data Deluge with R” to the Boston Predictive Analytics Meetup. He suggests there are two types of data in this world
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Data you have, and
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Data you don’t have…yet.
In the talk Jeffrey provided a nice overview of several methods for importing data into R, including:
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Reading CSV files
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Reading XLS files
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Reading data formats from other statistics packages (e.g., SPSS, Stata, etc.)
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Reading email data
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Reading online data files
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Web scraping data
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Using APIs to access data
He also touches on some of the R packages that are useful for adding supplementary data to enrich an analysis (e.g., zipcode).
http://www.slideshare.net/jeffreybreen/tapping-the-data-deluge-with-r