R editors

All of these editors work with many different file types. E.g. c++/java/perl/python/..., matlab/R, and many more. I really like syntax highlighting (colors specific parts of your code) as I think it just makes code a lot easier to read. My personal favorite is x-emacs, being platform-independent and a great interface with R!

Nedit

Description: A very lightweight editor - would be good for dungeon systems, except it's only linux & macintosh. To be completely accurate you can use it under windows, but I think you need to install cygwin, or you might be able to get it to work with the Xmanager software they have installed.
Get the software: http://www.nedit.org/
Get the syntax-highlighting: http://www.nedit.org/ftp/contrib/highlighting/R.pats

Getting syntax highlighting to work:
  nedit -import R.pats
  options(editor="nedit -lm R") # Haven't tested this at all - not my favorite editor

Jedit

Description: Written in Java, so all platforms supported, but a little slower on old systems. Easy install. The only trouble is one has to remap the '.R' extension so that it highlights what we want, instead of a different file format. What I suggest isn't the best solution, but may be sufficient for you.
Get the software: http://www.jedit.org/
Get the syntax highlighting: http://community.jedit.org/?q=filestore/browse/21&from=50
You'd probably also need the java runtime environment if you don't have it already.

Xemacs + ESS (Emacs Speaks Statistics)

Description: Great highlighting (see colors list white background or colors list black background if you are fully customizing your x-emacs experience), has ingenious TAB indentation for editing (you'll wonder how you ever did without it), TAB completion for R commands, etc.! It's more featured in that it supports some of the windows gui R features of sending code from the buffer to R in a mouseclick or a keypress. Some say it's harder to get used to, but I disagree, especially if you remap the emacs key-bindings to familiar windows bindings. It is maybe a little harder to install than the others, but it's my personal favorite - so much better than all others here. If you use linux, it's integration with the R interface is even more useful.
E-macs is also excellend, but I like X-emacs better.
Get the software emacs (see previous, under latex editors)
Get the software ess: http://stat.ethz.ch/ESS/
- It's really not hard to install - maybe it'll even come with the next version of xemacs, or you can probably install it in the packages menu. I just unzip ess and stick it in, say, "C:\Programs\ess-xxx\". Then, from xemacs, go to 'Options' > 'Edit init file', and you can copy and paste my init file if you like - I've got a lot of other things set like some windows shortcuts and color-scheme which you might not like, so otherwise just copy the short piece refering to ess.

WinEdt

Commercial editor some people like. I've never tried it since there are so many good free editors.

Kate

Description: Linux only editor (KDE). Since I did one windows only editor, I felt I had to do a linux only editor! It automatically comes with support for R files!
Get the software: http://kate.kde.org/ (otherwise it should have some with your distro).