Can anyone provide me with a nice URL where it will show all the Out-of-Box web parts in SharePoint 2010 and what each one of them can do?
SharePoint Server 2010 OOTB web Parts
SharePoint Foundation OOTB Web Parts
I refer you to the list provided by WonderLaura. It was built based on the beta version, but I don't think anything was added in the SP2010 RTM.
You will also find more information about each web part if you go to the web part gallery for your site collection. Click on the web part name to see a page with a brief description and a preview (or you could modify the list view for the web part gallery to include the description). You may need to activate certain features to bring some web parts into the gallery if they are missing. You'll still have to BingleTM if you need more documentation on each one.