You have a great article here! The only thing I would add is that the data files you load into R needn't exist locally. R's read.table() function can take in a URL.
This opens up some great possibilities. For example, you could pull your data from a website that has a formatted delimited file online. Or, even have a CGI or ASP script that serves as a middle layer to parse real-time data from a public website, such as espn.com.
Check out an article I wrote last year at devx.com or see the R and Perl code I used to do just this at www.data-for-all.com