Hi Oriol,
R has very powerful support for data mining. In fact, after its graphics capabilities, this is what attracted me to the language.
Rattle provides a graphical user inferface for data mining using R and there is a very easy to use interface to Weka routines called
RWeka. There is a nice reference card on data mining with R available from
RDataMining. You might also look at the CRAN task view on
Machine Learning.
A great book on the subject is The Elements of Statistical Learning, by Hastie, Tibshirani and Friedman. A
pdf version of the 5th edition is available online. R packages with code for the book are available
here.
You might also take a look at
Machine Learning in R, in a nutshell.
I think that you will find R appropriate for web mining and and web applications. In my own work, I use R as an exploratory data mining tool and do not build adaptive systems, but there are certainly many examples available.