In light of the massive response I've gotten (at least 5 emails), I've put the BBEdit/TextWrangler R language module on my webserver. You can access it at http://www.smalltime.com/gene/R.plist The file goes in "~/Library/Application Support/BBEdit/Language Modules/" for BBEdit and in "~/Library/Application Support/ TextWrangler/Language Modules/" for TextWrangler (thanks Dan) or the corresponding global Library locations. Philippe, Dan Putler suggested I forward you this information for listing on the R-GUI page.
I've written a BBEdit syntax coloring module for R language. I think it might work with the free TextWrangler too. If anyone wants a copy, email me. -- Gene