EnjoyHint is easy to use, but limited to one use case. The arrows and the dark background look nice, but this is not what we want. (Or maybe a temporary solution for Testlauf?).
Trip.js Not so pretty, but more themes, no black background, easier to integrate in page.
...
intro.js might be a really cool way to get this done; it's also already used by some shiny packages: http://shiny.rstudio.com/tutorial/js-lesson1/
there's also: