LOESS is a very good approach, as Dirk said.
Another option is using Bezier splines, which may in some cases work better than LOESS if you don't have many data points.
Here you'll find an example: http://rosettacode.org/wiki/Cubic_bezier_curves#R
# x, y: the x and y coordinates of the hull points
# n: the number of points in the curve.
bezierCurve <- function(x, y, n=10)
{
outx <- NULL
outy <- NULL
i <- 1
for (t in seq(0, 1, length.out=n))
{
b <- bez(x, y, t)
outx[i] <- b$x
outy[i] <- b$y
i <- i+1
}
return (list(x=outx, y=outy))
}
bez <- function(x, y, t)
{
outx <- 0
outy <- 0
n <- length(x)-1
for (i in 0:n)
{
outx <- outx + choose(n, i)*((1-t)^(n-i))*t^i*x[i+1]
outy <- outy + choose(n, i)*((1-t)^(n-i))*t^i*y[i+1]
}
return (list(x=outx, y=outy))
}
# Example usage
x <- c(4,6,4,5,6,7)
y <- 1:6
plot(x, y, "o", pch=20)
points(bezierCurve(x,y,20), type="l", col="red")