Provide both shlib and standard versions of R?

That is not true, almost all binaries come with R as shared library - 
it is in fact the default on Mac OS X and Windows. Most Linux 
distributions provide a shared library binary as well.

This would be good news. But at least, under linux,

./configure --help
 --enable-R-shlib        build the shared/dynamic library 'libR' [no]

This option is not enabled by default.

then either build your own with correct options or talk to your 
distribution's packaging team.

on debian:

elw at illuminati:/usr/lib/R/lib$ ls -al /usr/lib/R/lib
total 2900
drwxr-xr-x  2 root root    4096 Jan 10 20:54 .
drwxr-xr-x 11 root root    4096 Jan 10 20:54 ..
-rw-r--r--  1 root root 1810072 Jan  7 20:44 libR.so
-rw-r--r--  1 root root 1139796 Jan  7 20:44 libRlapack.so
lrwxrwxrwx  1 root root      27 Jun  8  2005 libggobi.so -> ../../ggobi/lib/libggobi.so
lrwxrwxrwx  1 root root      28 Jun  8  2005 libgtkext.so -> ../../ggobi/lib/libgtkext.so


as you can see - there's clearly a nice libR.so sitting here.

--elijah