How to load packages in R automatically?

Put library(foo) in your .Rprofile file or set R_DEFAULT_PACKAGES: see ?Rprofile ...

In particular (because ?Rprofile is long and potentially intimidating):

If you want a different set of packages than the default ones when you start, insert a call to ‘options’ in the ‘.Rprofile’ or ‘Rprofile.site’ file. For example, ‘options(defaultPackages = character())’ will attach no extra packages on startup (only the ‘base’ package) (or set ‘R_DEFAULT_PACKAGES=NULL’ as an environment variable before running R). Using ‘options(defaultPackages = "")’ or ‘R_DEFAULT_PACKAGES=""’ enforces the R system default.

Since you probably do want all of the default packages loaded, and then extra ones in addition (rather than, say, not loading some of the default packages), you can either put

library("mypackage1")
library("mypackage2")
[etc.]

or using options(defaultPackages=...):

options(defaultPackages=c(getOption("defaultPackages"),
       "mypackage1","mypackage2", ... [etc.]))

in your .Rprofile to append your desired packages to the standard defaults.

edit (copied from comment) re getting this to work in Rstudio: http://rstudio.org/docs/using/workspaces suggests that Rstudio executes .Rprofile and then "Performs the other actions described in R Startup [ http://stat.ethz.ch/R-manual/R-patched/library/base/html/Startup.html ]" (which is the same as ?Rprofile). It is ambiguous whether it looks at Rprofile.site or not.

edit #2: according to comment below, it does work with a recent version of Rstudio.

There is a file called .Rprofile that is nothing but a script that is run everytime you start a new session of R.

What you need to do is add library(package) to it. If you're using Unix, it's probably on your home folder as a hidden file.