I have had to be primarily self taught in R and I still have a long way to go. I like R way better than SAS but the documentation in SAS is way better (that's what happens when you pay people to do it full time). However, there are innumerable resources for R. The hard part is sorting through them all and finding the most useful stuff. As such, I will frequently post links to good R resources for teaching and self-teaching.
A good starting place is: http://www.splusbook.com/RIntro/RCourseMaterial.html
Also, don't forget that R is a dialect of the S language so you can use S/Splus resources for R even though there will be some small differences.