There are write functions in maptools, which is the package that I assuming you are using since you did not provide this information, including the exact corollary, "writeSpatialShape". However, I prefer using the rgdal package for reading and writing spatial vector data. The "readOGR" and "writeOGR" functions are the workhorses for handling vector data and they retain the projection information. There is also the "shapefile" function in the raster package that facilitates both read and write in the same function. It is just a wrapper for the OGR functions in rgdal but provides a bit simpler in syntax and a single funciton.
An example with your data would be:
# rgdal
library(rgdal)
writeOGR(gwr.res1$SDF, getwd(), "gwr_polys", driver="ESRI Shapefile")
# raster
library(raster)
shapefile(gwr.res1$SDF, "gwr_polys")
It is important that you: 1) include the R packages that you are using and 2) make an attempt to provide a reproducible example. If you want code syntax highlighting, highlight your code and click the {} button in the menu bar.