The free energy of the maximally supersymmetric SU(N) gauge theory at temperature T is expected to scale, in the large N limit, as N^2 T^4 times a function of the 't Hooft coupling, f(g_YM^2 N). In the strong coupling limit the free energy has been deduced from the near-extremal 3-brane geometry, and its normalization has turned out to be 3/4 times that found in the weak coupling limit. In this paper we calculate the leading correction to this result in inverse powers of the coupling, which

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... inates from the R^4 terms in the tree level effective action of type IIB string theory. The correction to 3/4 is positive and of order (g_YM^2 N)^-3/2. Thus, f(g_YM^2 N) increases as the 't Hooft coupling is decreased, in accordance with the expectation that it should be approaching 1 in the weak coupling limit. We also discuss similar corrections for other conformal theories describing coincident branes. In particular, we suggest that the coupling-independence of the near extremal entropy for D1-branes bound to D5-branes is related to the vanishing of the Weyl tensor of AdS_3× S^3.