THIS IS NOW OBSOLETE. Please have a look at my new "pretty quick" version of R at pqR-project.org.
This is a collection of thirty patches to speed up R, version 2.13.0 or version 2.13.1. Some of these speed up particular functions; some reduce general interpretive overhead. The total speed improvement from these patches is substantial. It varies a lot from one R program to the next, of course, and from one machine/compiler to the next, and with whether or not the R functions are compiled (speed up is substantial for many operations even for compiled functions).
These patches, along with some documentation, are in this tar file.
Some speed tests used to assess these patches can be obtained here. There, you can see some plots showing speedups on one particular machine obtained with R 2.13.0 modified by these patches, with and without compilation of R functions.
You can get my whole patch development environment (including the patches and speed tests) in this tar file. The original version of these patches was released 2011-06-08, for R 2.13.0. The version above differs only in a slight change for compatibility with 2.13.1 and removeal of a garbage character from one of the documentation patches. The 2011-06-08 version of the patches is here.
NOTE: You shouldn't rely on the patched version for any important work until these patches have been tested more extensively.