The FOR loop

for variable = start_value , stop_value [ , increment ] do statement

( I use [ ] to indicate that increment is optional.) e.g.

IDL> for i = 0,10 do print,i
       0
       1
       2
       3 etc
IDL> for j=0,6,2 do print,j
       0
       2
       4
       6
; OR 
for i = 0,10 do begin
  print,i
  print,i+2
endfor

( I use [ ] to indicate that increment is optional.)

Warnings:

1. The loop variable takes its type from the start value. This is a (short) integer in these examples. This means that for j=0,40000 do .... will NOT do what you expect, but for j=long(0),40000 do .... will be OK.
2. Loops are slow, but are still sometimes the best way to do things (and not actually the root of all evil)