Why can't I use Loop Cut on certain parts of my mesh? 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.
You can only loop cut through quadrilateral faces in a line, like a row of rectangles. A loop cut through a triangle would divide one of the vertices, but that can't happen. N-gons also don't work well with it. See Anthony Forwood's comment:


  Quads are ideal, tris when necessary, and ngons only when absolutely necessary.


It has nothing to do with the F function.