I've just put together a couple of packages to help integration with R and MS SQL Server. One package is basic integration, the other provides a dplyr backend so you can have dplyr automatically generate your SQL. The code in dplyr.mssql is mostly based on similar code by Shan Huang.
The above links contain short code examples. I can provide binary packages if anyone is interested, but I'm not sure if it's good practice to upload them to github.