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).
