Working on a new post and I'm starting to enjoy Stat-ET. Here's a screen shot (click to view full size)
Notice the object browser. Want to know what functions a package has? Check there. Want to see what is in that data frame, select it in the browser and hit F3. Graphical output is on the right, console on the bottom. Want the console on the right? No problem, just drag it over and it becomes a tab with the graphics.
This is pretty sweet.
(Example code from Greg Snow on stackoverflow here)