I didn't know about :r in combination with !. That's neat. I typically use :r for reading a file into the current buffer (instead of cp <file> <new>). Thanks for sharing.
I don't find myself using ! commands when I know there are multiple commands that I need to run (like your last example). That's usually when I'll suspend and then use the command line.
Could you elaborate on "wreak havoc on your vim session?" I wasn't aware that suspending the process and bringing it back into the fg would harm anything.