Here is my first attempt at making something useful: a correlation matrix where clicking on cell draws the scatterplot between variables and . I borrowed heavily from Karl Broman's example. I found it very helpful to use that as a reference, since I'm not yet comfortable enough to make anything moderately involved on my own.
I got the data from a recent Kaggle competition on housing prices. I did a small amount of cleaning and removed all the categorical variables for the purposes of this illustration.
The size of the circles represent the strength of the correlation between each pair of variables. Blue indicates a positive correlation, red indicates a negative correlation. Hover over a cell to see the two variables and their correlation coefficient. Click on a cell to draw the scatterplot.