[christopheraden]

I use SAS professionally at my job, and R in all my academic/hobby work. R has a couple packages that give similar functionality as PROC SQL (about 95% of my SAS workflow, since it's far nicer than data steps for a lot of things). There's an ODBC package (RODBC), as well as SQLDF, which allows you to use SQL queries to manipulate data frames in R.

While there is (almost?) always a way to do a SQL query using idiomatic R, I have to admit that sometimes my brain thinks up a solution in SQL faster (a product of upbringing).