All kinds of preferences can be set. Screen, audio, volume of clicker, things to speed up displays, turn off things like the credits screen, set rename on all the time or the indept strength defaulting higher, color preferences in the generated maps, etc. The keywords are command-line switches.
However the specifics on HOW to do it depends on what OS you are on. WinXP, Vista, Win7, Mac, Linux, etc.
Here is a thread that goes into it.
http://forum.shrapnelgames.com/showthread.php?t=44262