Computing Resources
Resources for R:R Project Site: The R Project's homepage with Documentation, Downloading R, FAQs, more (subset given below) An Introduction to R (updated version of the Intro notes) R introductions identified by Duke StatSci grad students (scroll to bottom of linked page)
Books

Resources for BUGS:

Resources for Emacs:ESS (Emacs Speaks Statistics) provides a common, generic and useful interface to many statistical packages through Emacs. It currently has interfaces to S, R, XLispStat, and SAS, with other statistical languages such as Stata, SPSS, and Fiasco slated for implementations in the future. ESS Reference Card (pdf) Running R/SPlus with ESS locally Emacs Quick Reference Card 
Getting Started with LaTeX and SweaveSimple LaTeX Introduction ( pdf , LaTeX source), Including Graphs in LaTeX (addinggraphics.tex, geyserplot.ps, geyserplot.pdf) Charlie Geyer's website for using Sweave AucTeX (emacs mode for editing LaTeX) refcard (pdf) 
Other Useful Software (Ghostview, Acroread, Emacs, etc) 