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Submitted by: Griffith Rees; Assigned to: Nobody; R-Forge link
One data management feature of stata which R lacks is descriptions of variables within the standard dataframe. The Hmisc package deals with this in a simple way: http://www.statmethods.net/input/variablelables.html. While this seems like a very trivial change, it allows large social science datasets with opaque variable names (have a look at the US Census) to actually be manageable within R without spending hours hand coding variable abbreviations to complicated variable names. If this were implemented, nicely written variable names (with spaces and special characters) could appear in tables and plots that are output straight to latex, without post-processing.
An example of how this could be used with the existing stata importer: