Have to agree with Ryan (I'm coming from a D40). Don't have a single favorite feature yet. It's just plain better!
I managed to get my hands on a D90 and D300s a few days before I picked up my D7000 at the Colorado Springs BB. I'm very pleased with how the D7k feels in the hands. It's also lighter than I expected, especially for having a mag-alloy frame.
Obviously going from 3 AF points to 39 is HUGE. It's also faster, thanks to the built-in motor (my Tokinas AF now - yay!). So much easier to get the shot, and the framing *I* choose, not whatever limitations the D40 had.
ISO is really high on my list. 6400 is twice as high as my D40 even reached, and it looks like it's less than 800 on the D40! So amazing. I just can't wait to stick the ol' Tokina macro on there and see what happens.
As mentioned before by krevlingoodspeed, having the shooting modes as a dial is AWESOME. The D40 was always forgetting to stay in remote, or timer, or whatever. That will be very helpful.
6 fps is awesome too. Sometimes it's too fast, so I'm glad there's a Continuous-Low mode. Quiet mode has come in handy already, when shooting animals and unsuspecting people! =P
Also, the video is fantastic (even though the AF is not). I wish there were more fps options (like 60fps even at low res), but I can live with that. Can't wait to do some more shooting! (BTW, depending on how you shoot, I'd recommend at least a 4 GB card for stills, and 8 GB for video. I tend to shoot at least several pictures of the same thing, so I may upgrade to 8 GB in both slots)
Live view is handy, but I won't use it much. I can just about feel the battery being wasted. The AF in live view is slow, too. Always hunts, even in good light. Without LV the autofocus barely hunted in almost complete darkness (where I doubt the D40 would have been able to focus at all).
Sorry for the long post - I'm just so excited! =P Congrats to all who have gotten theirs already, and hope that everyone else gets theirs soon!