There seems to be an arbitrary choice of how one would want to represent the set of all real numbers. Most commonly, I've seen $\Bbb{R}$, followed by $\textbf{R}$, then by a reserved variable $R$, then, only once or twice, by $\mathfrak{R}$. I remember reading somewhere (regrettably, the knowledge of "where" has escaped me), from a supposed guy big in math, that the use of $\Bbb{R}$ is discouraged, and one should use $\textbf{R}$ instead.
What I would like to know, who is this guy, and what is the "proper" notation for the set of all real numbers? Is it just user preference, or is there some sort of unstated standard that mathematicians have for the set of all real numbers?
As Robert Soupe says, either $\mathbf{R}$ or $\Bbb{R}$ is unlikely to confuse a reader without explanation.
Until the last decade or two of the 20th Century, $\mathbf{R}$ was common notation for the real numbers in print journals. As Raclette notes, $\Bbb{R}$ is called blackboard boldface because lecturers would put a double spine on the "R" to make it look boldface in chalk.
Once (La)TeX came into wide use among mathematical authors (by the mid-1990s), blackboard bold fonts were, predictably, created to duplicate the visual effect of blackboard writing. Young authors (and some older ones) seem to prefer blackboard bold to plain bold for the standard number systems (and/or they pick it up by osmosis on web sites such as this one), and the notation is now entrenched.
In terms of practicalities of LaTeX coding, the right answer is: Abstract your notation, including font choices, into the preamble, using semantic macros. (That is, make the code of your document body reflect mathematical meaning, not typographical appearance.)
For example, put commands such as
\newcommand{\Number}[1]{\mathbf{#1}} \newcommand{\R}{\Number{R}}into the preamble of your LaTeX file, and use\Rin the body. That way, you (or a journal editor) can change your notation to match house style in a trivial, predictable way.You can even do a cheap version of this in your MSE posts by putting
$\newcommand{\R}{\mathbf{R}}$at the start of your post, and using\Rin the body.