It's easy once you know how -- you just need to get your debian sources.list pointed to the right place. For future ref, here are my notes on how this feat is accomplished.
Instructions for upgrading
http://cran.r-project.org/bin/linux/ubuntu/
List of CRAN mirrors
http://cran.r-project.org/mirrors.html
My favorite mirror:
http://cran.mtu.edu/
The line I added to /etc/apt/sources.list:
deb http://cran.mtu.edu/bin/linux/ubuntu oneiric/
From there, it's just a simple
sudo apt-get update
sudo apt-get install r-base
sudo apt-get install r-base-dev
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