The new options allow you to take six types of customizations with you as you move to a different computer: Personalization (Desktop background image, glass color), Accessibility (Ease of access control panel, magnifier, on screen keyboard, narrator, and speech recognition settings), Language Settings (Language profile, text prediction preferences, and IME dictionary), Application Settings (Application settings and search history), Windows Settings (Taskbar, Explorer, search, and mouse settings), and Credentials (Wireless network profiles and saved website credentials). Microsoft's cloud is going to have to do quite a bit of work in order to sync all this information from Windows to Windows Live and back again.
It's also worth noting that there are two Network options at the bottom: "Enable roaming on paid networks" and "Enable roaming on low bandwidth." This would seem to imply that Windows 8 will be able to distinguish between networks that charge for data (think 3G networks for smartphones and tablets) and those that have large or no caps (your home Internet connection). The second option would likely rely on some sort of speed test, something which Microsoft has dabbled in before.
I'd say the last one is the most interesting for me, as it would allow me to bring all my browser cookies with me regardless of where I go. That being said, Explorer settings would also be quite useful to have.