- There are often many different functions with overlapping goals [for example, princomp() and prcomp()].
- The names of a packages may have little or no relationship to the functions in that package (for example, package "e1071" provides the tune() function for parameter tuning).
- There doesn't seem to be any organized, curated guide to the packages.
My favorite guides at the moment are Machine Learning, and Multivariate Statistics.
Keep in mind, the above guides do not include BioConductor packages -- for that, you will still go to the BioConductor website.