Back when we were using Power BI for Office 365 (V1), I did an end-to-end feature diagram. Since the first one was popular, here's an updated diagram for the "new" Power BI (V2).
This diagram updated as of: 3/27/2016
Note the above is accurate to the best of my knowledge as of the date in the top left of the image. The pace of change is fast, so please be sure to verify.
I've also posted a 5-minute video tour of this diagram as of November 2015, which can be found here: Tour of the Power BI Ecosystem.