Specifically, if I have the US Census place layer and I have selected a set of places, I need the distance to the nearest selected place for all places.
This is an interesting question. I'm assuming you want distances corrected for spherical geometry? In which case you have to use 'great circle' distances. I like the explanation found here: http://www.movable-type.co.uk/scripts/latlong.html
Richard John Smith Try the package 'sf' https://github.com/r-spatial/sf It is ultrafast. There the function st_distance https://r-spatial.github.io/sf/reference/geos_measures.html