I accidentally managed to get colour names, #HEX, and a colour preview in Emacs. Don't have a bloody idea how, must've pressed some keybinding or menu item... But, now I can't seem to find where's that feature... I'm quite sure I wasn't hallucinating, so it's gotta be there, under some keystroke that I can't reproduce!!! =)
So, what is your question? :)
What you've described can be reproduced by M-x list-colors-display (or Control-click with middle mouse button, then select display colors from the pop-up menu) -- and it's an Emacs feature, nothing to do with R or ESS. Is that what you are looking for?