It's been over four years that I've been using both R and Stata, but as of last week I've become an
R convert. For several years I had conducted statistical analyses in R (since many complex models can only be programmed in R), but I used Stata before and after the analyses. In essence I'd merge and clean data sets in Stata, call R from Stata for the statistical analyses, export R objects into Stata, and then use Stata's graphics utilities to display the results. This setup quickly unraveled last month when I began merging and recoding data in R, which is much aided by John Fox's fantastic "
car" package.
The problem is that if you want to do Bayesian analysis or graph modeled coefficients (or work with complex data structures more generally), then R is much easier than Stata due to the object-oriented programming environment. It's unbelievably liberating to be able to save vectors, matrices, data frames, and so on from multiple data sources and manipulations in the same conceptual space. Additionally, R has fantastic graphics capabilities (3-D plots, rotating hyperplanes, social network graphs, and so on), offers excellent tools for analyzing and displaying so-called big data (for example, check out the "tabplot" command from Google), and is (frankly) a fun, intuitive programming language. If you need additional reasons to be an R convert, keep in mind that R is completely free, open-source, and extensible, with over 5,300 statistical packages (as of April 2012).