It's really a big change in CS4. I just downloaded a trial version and have to say, this is the biggest change Adobe made for a long time. No "Bonjour" folder in your program files anymore and the interface is a bit different, also some new tools in the toolbox.
The, save for web option also seems to be improved.
I found a website (Unfortunately in Swedish) that explains the new features in SC4:
Allt om Photoshop CS4 - Moderskeppet.se Sorry! Can’t find an English version.