The code completion in RStudio is great, and I really like how a popover appears to describe the arguments for the function inputs. For example, if one types matrix(
Following up Hadley: even if the functions are only for your own use, it's worth package-izing them. You will then get a lot of useful stuff for free, above and beyond the package documentation system: things like version control, unit testing, portability, shareability ... I could go on. There's a small potential barrier which you have to get over before you can get back to the fun part (i.e. hacking your own neat stuff), but it's worth the investment of time.
Hadley has public-spiritedly put his Packages book online with step by step descriptions of how to access all the goodies I've mentioned. Hopefully you'll decide it's worth paying for (I did).
To add to Hadley's answer in the comments, Rstudio is mining specific portions of the help files to generate the helper window. Specifically, tabbing before the parentheses brings up the "Usage" and "Description" sections and tabbing inside the parentheses or after a comma brings up the "Arguments" section. Therefore, not only does a package need to be made, but the help files must be generated to take advantage of this feature.