Lattice

One of the main challenges that one has to confront in multivariate statistical analyses, is to find the best approach to build graphs suitable for representing all results in a compact and comprehensive way. In this sense, I highly recommend the use of (in my opinion) one of the most powerful packages in GNU R: lattice. It has been included in the set of recommended packages in GNU-R, so if you have installed a recent version of R, chances are that this package already came with the bundle.

Lattice implements a special type of statistical graphs, the so-called Trellis graphs, which makes it really easy to compare the behaviour and effects of several covariates and control variables on the same plot. I highly recommend the book "Lattice. Multivariate Data Visualization with R", written by Deepayan Sarkar, the author of the lattice package, to learn all the necessary skills to unleash the power of Trellis graphs with GNU R. There also exists an online demo site, presenting all the source code and graphs of every example included in the book (both B/W and color versions).