Where can I find documentation on setting up/configuring some of the more obscure out of the box web parts (e.g. Sites in Category)?
AFAIK there is no full documentation of all the Web Parts. I've spend hours documenting the most commonly used for my upcoming book (and now over to commercials) SharePoint 2010 Web Parts in Action (I'm quite happy with that appendix, end of commercials). There are hundreds of Web Parts, some accessible throught the WP gallery when certain features are installed, some only available in different SKU's and some only added to sites during provisioning and some are in there but not added at all. You have to manually grab the .webpart file fromt the SharePoint root and upload it to the WP gallery.
For learning, I suggest that you just try things out. But for training, rather than refer people to Microsoft manuals or Microsoft sites, I think it is much better to have a portfolio of examples that are relevant to the type of site that these people will be trying to build.
Of course those two go together. By building the portfolio, you learn, and then your customers or coworkers have a valuable training resource.