Levi Stevens posted a blog entry today describing a workaround for an issue with ConfigMgr SP2 and USMT 4.0 that causes USMT to not capture all of the user state information. See http://blogs.technet.com/configmgrteam/archive/2009/12/01/known-issue-migrating-from-windows-xp-to-windows-7-with-usmt-when-used-with-configmgr-2007-sp2-os-deployment-may-not-migrate-all-settings.aspx for all the details.
We are still working on a KB article for MDT 2010 that provides a similar fix. That KB article (which will be 977565 once it is finally available) will describe the changes necessary to ZTIUserState.wsf. (They are pretty minor, just adding two lines to set the working directory to the folder containing the USMT binaries before running scanstate.exe or loadstate.exe.)