[Build Help] Tailoring a Build for Statistical Modeling

I've been a big fan of this sub for a while, and even lurked my way all the way through a recent gaming build. I just found out I've landed a job in my field, where I'll be doing computationally-intensive statistical modeling and simulation (mostly in R, but some Python, GIS, and SAS). Currently, I've been sending big jobs to the campus supercomputers here at my university.

I've been given a startup budget of a few thousand to purchase a work computer, among other things. Obviously, the cheaper I can do this, the more I'll have for other stuff I'll need to be effective on the job.

My question is this: what aspects of a build would be most useful for this type of application (specifically, statistical modeling of data with less than 25 million cells)? I know it's tricky to get R to talk to GPUs, so is it all about processor speed and lots of RAM, or are there other things to consider as well? Should I be looking at Core i7s, or would Xeons be preferred?

Anyway, just thought I would check with the experts before I start buying parts. It makes me ill to think about just buying a Dell Precision workstation and being done with it... I know I can do better than that!