How can I read an Excel file directly into R? Or should I first export the data to a text- or CSV file and import that file into R?
Yes. See the relevant page on the R wiki. Short answer: read.xls from the gdata package works most of the time (although you need to have Perl installed on your system -- usually already true on MacOS and Linux, but takes an extra step on Windows, i.e. see http://strawberryperl.com/). There are various caveats, and alternatives, listed on the R wiki page.
The only reason I see not to do this directly is that you may want to examine the spreadsheet to see if it has glitches (weird headers, multiple worksheets [you can only read one at a time, although you can obviously loop over them all], included plots, etc.). But for a well-formed, rectangular spreadsheet with plain numbers and character data (i.e., not comma-formatted numbers, dates, formulas with divide-by-zero errors, missing values, etc. etc. ..) I generally have no problem with this process.