(Heuristic?) salient feature selection

Dear all,

I am new to R and statistics really in general. I am hoping that someone 
will be able to point me in the right direction and/or suggest a 
technique/package/reference that will help me with the following.

I have:

Some input variables (integers, real)
Some output variables (integers, real)

and I want to find out which between the two correlate best - i.e. the 
salient features. I also need to know the confidence between them.

I hope this makes sense?

I look forward to your replies, Andy