Examples of this page show that simple regression is markedly affected by outliers and this can be overcome by techniques of robust regression: http://www.alastairsanderson.com/R/tutorials/robust-regression-in-R/ . I believe lmrob and ltsReg are other robust regression techniques.
Why should one not do robust regression (like rlm or rq) every time rather than performing simple regression (lm)? Are there any drawbacks of these robust regression techniques? Thanks for your insight.