The benefits of linking from Mathematica to other languages and tools differ from case to case. But unusually, in the case of the new RLink in Mathematica 9, I think the benefits have very little to do with R, the language. The real benefit, I believe, is in the connection it makes to the R community. When we first added the MathLink libraries for C, there were real benefits in farming out intensive numerical work (though Mathematica performance improvements over the years and development of the compiler have greatly reduced the occasions where that would be worth the effort). Creating an Excel link added an alternative interface paradigm to Mathematica that wasn't available in the Mathematica front end. But in the case of R, it isn't immediately obvious that it does many things that you can't already do in Mathematica or many that it does significantly better. However, with RLink I now have immediate access to the work of the R community through the add-on libraries that they have created to extend R into their field. A great zoo of these free libraries fill out thousands of niches--sometimes popular, sometimes obscure--but lots of them. There are over 4,000 right here and more elsewhere. At a stroke, all of them are made immediately available to the Mathematica environment, interpreted through the R language runtime.