I am a big R user and have recently begun using sublime text 3 to write my code. Between the Enhanced-R plugin and using SublimeREPL for R, I am quite happy with my new home for coding .
The one thing I do miss though from writing within the native R console is the function hints that pop up at the bottom of the console. For example, if you start typing "plot(", the bottom of the console displays the function hint "plot(x, y, ...)" so you know the inputs to the function "plot". It would be amazing if this could be incorporated into ST somehow.