Data.table package by matt dowle definitely deserves a mention! Its fast and I like the indexing functonalities it provides. The benchmark timings are pretty impressive.
I should have mentioned you (arun_sriniv) as the co-developer of data.table! Thanks for all the hard work.
And yes, memory usage will be interesting as that is the bottleneck when it comes to large dataset. I am working on something on those lines. Will post something soon :)