How to use XGBoost algorithm in R in easy steps

Did you know using XGBoost algorithm is one of the popular winning recipe of data science competitions? So, what makes it more powerful than a traditional Random Forest or Neural Network? In the last few years, predictive modeling has become much faster and accurate. I remember spending long hours on feature engineering for improving model by few decimals. A lot of that difficult work, can now be done by using better algorithms.