JGR isn't bad:
Most people I know rave about Emacs + ESS:
- http://ess.r-project.org/
But it's not quite the same thing as Tinn-R.
Along different lines ...
If you're looking at a high level functions for data mining, then Rattle is an option:
- http://rattle.togaware.com/
and another high level app for interactive plotting:
- http://code.google.com/p/playwith/
