We used it at uni a lot but these days I tend to use it as a last mile language. Get the data, format it etc in python/f# then bring in the big R guns.
Things like BMA or survival analysis barely exist in python.
I have a great R stats book that I'll post when I get home (can't remember the name off the top of my head)
Edit: to be clear I wouldn't recommend that pipeline! Most of my professional work has been in the above so I'm just more comfortable with it