Creating a Plot Window of a Particular Size

Use dev.new(). (See this related question.)

plot(1:10)
dev.new(width=5, height=4)
plot(1:20)

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To be more specific which units are used:

dev.new(width=5, height=4, unit="in")
plot(1:20)
dev.new(width = 550, height = 330, unit = "px")
plot(1:15)

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edit additional argument for Rstudio (May 2020), (thanks user Soren Havelund Welling)

For Rstudio, add dev.new(width=5,height=4,noRStudioGD = TRUE)