A good overview of what you can do with R and S+.
It won't be sufficient if you don't already know your statistics: but there are plenty of references for further reading.

Useful.

Review: Modern Applied Statistics with S (4th Edition)

I think this was the first book I bought on R, and it's certainly the most well-thumbed. The graphing examples are really quite good, but it's a really hard slog if you're new to R. Once you've gotten familiar, though, check it out if you're doing a lot of data visualization work. Read full review