Tomas Kastrun links to a series of his published articles on working with SQL Server and R:
In past couple of months, I have prepared several articles on R and SQL Server that have been published on SQL Server Central.
The idea was, to have couple of articles covering the introduction to R, to basics on R Server, to some practical cases on R with SQL Server.
There’s a nice flow here, building up from the basics to practical marginal improvements.