CRAN contains ready-made binary packages for nearly all of its packages, but rgdal is one which I keep finding myself trying to install from source whenever I upgrade R.
Compiled versions of rgdal, along with prerequisites and complements like the GDAL framework, GRASS, and even the old FFTW3 can be found at KyngChaos’s Wiki:
I don’t remember needing to do this before, but
$ ln -s /Library/Frameworks/GDAL.framework/Programs/gdal-config /usr/local/bin
makes the rgdal source package installation work on R 2.11.1.