I've used R quite extensively as well as the rpy interface.  R is by
far the best open-source statistics package out there, with an
excellent supporting community and predictable six-month release
cycles.  If that could be plugged into SAGE, it would be an enormous
boon to anyone wanting to do statistical numerics.  In my limited
experience with rpy itself, the interface is solid although
occassionally flaky.  The new version of R (2.5) will be coming out in
a couple of weeks, so it may be worth revisiting the question then.

Sincerely,
Finny Kuruvilla


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