Projects R
You should probably read Using Projects - Support for RStudio . R Projects are very useful, but they are not designed to save data from your environment R. They are used exclusively by the RStudio code editor. One of the nicest things they do is automatically set your working directory to the project directory when you open it. They also remember which files you opened in RStudio, as well as other settings related to editing. Definitely use RProjects!
R data
.RData is a R object file. You can create an R data file from R (not just RStudio) using the save() command, and then load them back into the workspace using load() . You can save all the objects in your workspace ( save.image does this automatically - this is a wrapper around save() ) or only certain objects. See ?save more details. (For individual objects, .rds files created with saveRDS .)
For many years (so long before the advent of RStudio), by default, RGui has provided the ability to save all objects in your workspace in a .RData file upon exit. RStudio also provides this option (unless you disable it).
The Save icon on a diskette at the top of the editor panel in RStudio does not save R objects; it only saves the code that you wrote in your scripts. The Environment tab also has a diskette save icon that saves R.
Recommendations
This concerns style looks; no final answer. My personal preference is to never do a hidden save of all objects in my workspace, because it allows me to have the bad habit of not storing the code needed to create these objects. I save all my scripts, and if a specific object takes a long time, I will script save it -
saveRDS(object = final_model, file = "final_model.rds")
I refer to the model or the cleared dataset as a good plot in the code - keep the code in case you want to configure it, but save the output to a file so that you do not have to run it to recreate it every time you want to look on him.
For large projects, I try to keep the scope of an individual script small, and I often use number scripts (in the order in which I would like to start them from the very beginning), as suggested by the answers to the Workflow for statistical analysis and reporting . Most scripts start by reading in the objects on which they depend, and ending with saving them.