I have published the source for the free read.eurostat() in R at https://github.com/toprach/eurostat_r.git
Users of STATA can buy my stata version from here: https://sites.google.com/site/eustatuse/
Update: I have just found out that the rdatamarket library can also download data from EUROSTAT so you may have a look at it too.
My impression is that rdatamarket is a little slower than my implementation – but rdatamarket gives access to UN, Eurostat, Worldbank, FAO, and other providers – via a single Interface. I guess I will use my library for EUROSTAT and rdatamarket for the other sources.
There is also a library WDI to access Worldbank data directly from R.