I've not used Joomla, but Drupal is the same. Most modules are poorly documented, if at all. Figuring them out is a combination of trial and error and googling. SQL injection, XSS, and other vulnerabilities are discovered constantly. It's like running a never-ending update treadmill if you use more than a few modules.
I might be getting a chance to work with Dot Net Nuke soon. We'll see if a more commercially motivated CMS is any better.