Emacs mode for R?

Solution 1:

Yes, there is: ESS.

And it is very highly recommended. And it does a lot more than just syntax highlighting so please read the docs.

Edit: Some ten+ years later, installation got easier too:

M-x package-refresh-contents ENTER
M-x package-install ENTER ess ENTER

You may want some related packages, eg poly-mode is good for markdown support, but this is a start.