There is a pdf version of Using the ggmcmc package.
Why ggmcmc? ggplot2, based on the grammar of graphics (Wilkinson et al. 2005), empowers R users by allowing them to flexibly crate graphics (Wickham 2009). Based on this idea, ggmcmc is aimed at bringing the design and implementation of ggplot2 to MCMC diagnostics, allowing Bayesian inference users to have better and more flexible visual diagnostic tools.
ggplot2 is based on the idea that the input of any graphic is a data frame mapped to aesthetic attributes (colour, size) of geometric objects (points, lines).