Here you may find all exercises with R from :

1. Udacity - Statistics @ Sebastian Thrun

2. Coursera's Statistics One

3. Data Analysis and Statistical Inference class

4. R Programming - Roger Peng et al. @ JHU

5. Exploratory Data Analysis - Roger Peng @ JHU

6. Practical Machine Learning - Roger Peng et al. @ JHU

My IDE of choice is the best RStudio. Just try it and follow its development here