Python's stdlib docs could improve in places (I'm looking at you lib2to3), but a lot of the modules do include examples (see http://docs.python.org/library/collections.html#module-colle... for an, um, example). My sense is that you see heavy examples in newer modules rather than older modules because of the rise of doc string tests.

But the real reason I wanted to comment: stop dir()ing through modules! Install ipython and learn to use ? and ??. Life will be so much easier.