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I have an automatic BMW 1-Series. But I guess this question can be asked about all automatic cars.
Let's say I am stopped at a parking lot in "R". I usually just hold the gear switch and go straight to "D" (ignoring the "N").
My question: Is it better for the transmission to go from "R" to "N", wait a second, and then go to "D"? or does it make no difference?
I have never seen instructions requiring the driver to pause in neutral when moving from reverse to drive or drive to reverse.
You should however make sure your engine revs have dropped to idle when selecting drive or reverse.
I have also seen that you should only select reverse if the vehicle is not moving in a forward direction, but it is likely OK to select drive if the vehicle is slowly moving in reverse.
The best thing to do is follow the directions in the owners manual. Unless it says to pause between reverse and drive, then there will be no need to.
If you come from a land where snow and ice are endemic (I'm originally from the Montreal, Canada area), you learn that being able to shift quickly from D to R to D, etc. (or from 2 to R to 2, etc.) can be really handy when you are trying to "rock the car" to free it from snow or ice.
You put the car in gear, rev it a bit to move it forward a tad and then quickly switch to reverse, rev it a bit to ease it backwards. Then, lather, rinse and repeat. This will often free the car.
The advantage of this situation (if you can call it an advantage) is that in this case, you have nearly no traction, so it's unlikely you will ruin your transmission.
Note that I picked second gear in my manual transmission example, first is useless in these cases - there's way too much torque.
If your 1-Series is a 2011 model (F20) or newer, it makes absolutely no difference. There is no danger in selecting D while in R or R while in D.
You are not directly switching gears anyway - you are simply making a request to the computer that it do so, and it knows when it is safe to actually change gears. There isn't a way to force it to do something that would damage it.
If it is older and has a traditional "push the button and move fore/aft" lever, then Harper's excellent answer is everything you need to know.
Drop to idle, but other than that, don't worry about it. If they didn't design their transmission for a rapid switch from R to D, then they suck at transmissions. ZF does not suck at transmissions. Understatement of the year.
Besides, on modern cars these are "shift-by-wire" - you're only asking nicely, and the computer grabs clutches and bands when appropriate.
Automatic transmissions are gated so certain moves are "No Button", and you should learn them and cultivate the habit of never using the button for these moves:
That gating is both a timesaver and a protection.
These are "bump" moves - just palm-bump the shifter no button. From R to D it's a bump. Done.
At first cut I said "slap" but slap-shifting is something else entirely.
More importantly, from D to N is also a bump. Train that. It is useful to know in an emergency like loss of engine power, or slip/slide where push/drag from the engine is preventing traction. You can get rid of it instantly with a no-button bump, and that makes it easier to stabilize the car.
That was done with great thought - to remove any worry of selecting a gear you might not want, like R or P when you are moving forward.
On a linear P-R-N-D-L3-L2-L1 progression, the gating also gets you in a hurry from low gear back to D, without having to look at the shifter. You simple double-bump - bump clear up to N, then bump back down to D. No button! Don't take your eye of the road and oh-so-carefully fidget it from L to D. That is a distraction.
Once you get used to this gating being there, it becomes second nature to do these simple moves. No risk of overshoot or wrong gear since you're not holding the button.
