This is a recurrent issue for me and it's been bothering me for quite some time.
I can't seem to add vertices with Ctrl+R on some faces on my meshes, and it's always the faces which I have filled in with F.
Here's an example, in which I have extruded my mesh into four directions and then filled in the corners, making an octagon, but I cannot add vertices to the corners, or the faces that are "open":
I am using version 2.72b, on a Mac.