As of Beta 2, the following is a comprehensive list of all SharePoint 2010 out-of-box web parts, with a couple of screen shots thrown in there! The groups are just the built-in groupings in the UI.
Lists & Libraries
· These are list view web parts for the lists & libraries on the site
Authoring
· Content Editor – Foundation
· Image Viewer – Foundation
· Media Web Part
· Page Viewer – Foundation
· Silverlight Web Part – Foundation
Business Data
· Business Data Actions
· Business Data Catalog Filter
· Business Data Item
· Business Data Item Builder
· Business Data List
· Business Data Related List
· Key Performance Indicators
· KPI Details
· Visio Graphics Service
Content Rollup
· Chart Viewer
· Content Query
· HTML Form Web Part – Foundation
· iView
· Picture Library Slideshow Web Part – Foundation
· RSS Viewer
· What’s Popular – pick from content, search queries, or search results;
· XML Viewer – Foundation
· Web Analytics Web Part
Documents
· Document ID Lookup
· Document Set Contents
· Document Set Properties
· Relevant Documents – Foundation
Filters
· Choice Filter
· Current User Filter
· Date Filter
· Filter Actions
· Page Field Filter
· Query String (URL) Filter
· SharePoint List Filter
· SQL Server Analysis Services Filter
· Text Filter
My Information
· My Calendar
· My Contacts
· My Inbox
· My Mail Folder
· My Tasks
Navigation
· Categories
· Site Aggregator
· Sites in Category
· Summary Links
· Table of Contents
· Tag Cloud
Office Client Applications
· Excel Web Access
· InfoPath Form Web Part
· WSRP Viewer
People
· Contact Details
· Profile Browser
· Site Users – Foundation
· User Tasks – Foundation
PerformancePoint
· PerformancePoint Filter
· PerformancePoint Report
· PerformancePoint Scorecard
· PerformancePoint Stack Selector
Search
· Advanced Search Box
· Dual Chinese Search
· Featured Content
· Federated Results
· People Refinement Panel
· People Search Box
· People Search Core Results
· Refinement Panel
· Related Queries
· Search Action Links
· Search Best Bets
· Search Box
· Search Core Results
· Search Paging
· Search Statistics
· Search Summary
· Top Federated Results
Miscellaneous
· Chart Web Part
Update on March 09, 2010 – Added “Foundation” next to the web parts that are available in SharePoint 2010 Foundation. Note that the web part categories have changed a couple of times, but those changes aren’t indicated in this post.