Best way to predict

I have a huge matrix of unspecified covariates and the corresponding sales
for them. ?What is the best way to predict the sales from the covariates?

Don't want to sound rude, but given your very vague problem
specifications, the best way seems to be to consult a local
statistician or machine learning specialist. You can also look up
literature on prediction or machine learning, in particular predictors
like k nearest neighbors, Random Forest, Support Vector Machines etc.
Once you decide which predictor(s) to test and use, finding a good R
implementation will be trivial.

HTH,

Peter