David Smith looks at the odbc package in R:
The odbc package is a from-the-ground-up implementation of an ODBC interface for R that provides native support for additional data types (including dates, timestamps, raw binary, and 64-bit integers) and parameterized queries. The odbc package provides connections with any ODBC-compliant database, and has been comprehensively tested on SQL Server, PostgreSQL and MySQL. Benchmarks show that it’s also somewhat faster than RODBC: 3.2 times faster for reads, and 1.9 times faster for writes.
Sounds like odbc lets you run ad hoc queries and also lets you use dplyr as an ORM, similar to using Linq in C#.