My Desert Island book is "Statistics With R", a free e-book by Vincent Zoonekynd. I usually refer to it online but he's prepared a pdf version, available on the first page of his Site, all 1266 pages.
This is the rare book that seems to be a great reference and an excellent source of advanced tips. It's the best R resource i've come across, free or not.
VZ relies almost exclusively on the source code (he mentions a number of interesting and useful but undocumented functions).
One of the chapters for instance, "From Data to Graphics", is an in-depth tutorial on R graphics presented by examples on an astonishingly wide range of subjects, e.g., L1-L2 regularization, tree maps, normalization, etc., which includes detailed discussion of critical topics that usually don't get proper coverage in other texts (QQ plots, for instance). Another theme of the same chapter is an exposition on data visualization--i.e., which plotting formats best illuminate which types of data. A good example here is his polar chart near the middle of the chapter, showing visitor numbers to a website by hour of the day; VZ uses this example recommend this chart type for periodic data.