[nl]

For someone interested in neural networks, deep learning and stuff like that, is this a useful course?

Not really (depending on exactly what "stuff like that" means)

Also, how valuable a skill-set is R?

Very

[bonoboTP]

I usually hear from skilled people that the language is usually not a big deal and I tend to agree. I mean if you know what you're doing, the framework is not that important. It's just a constant-time overhead to learn how things are in R, if you already know it in, say, Matlab or the python-numpy-scipy ecosystem.

[nl]

Yes. If you know - say Python + Scikit + Numpy, or Matlab then R isn't that valuable.

If you don't know any statistical processing package/language/whatever, then learning one is valuable, and R isn't a bad one to know.