ESRI shape files can easily be imported into R by using the function readOGR() from the rgdal package.
library(rgdal)
shp <- readORG(dsn = "/path/to/your/file", layer = "filename")
It is important to know, that the dsn must not end with / and the layer does not allow the file ending (e.g. .shp)
Another possible way of importing shapefiles is via the raster library and the shapefile function:
library(raster)
shp <- shapefile("path/to/your/file.shp")
Note how the path definition is different from the rgdal import statement.
tmap package provides a nice wrapper for the rgdal::readORG function.
library(tmap)
sph <- read_shape("path/to/your/file.shp")