2.66 Preferences

I spent a good long while setting up my interface settings and the colors for all my windows and backgrounds and regions etc. , and then I saved it from the File menue " Save Start Up File" which claims to save user preferences also, yet when I reopened blender it was all gone. The same thing happened when I was using one file then wanted to start a new file, it went back to the eye sore default grey!

Just open the 2.65 one and save it as the defaults. Further, you can copy your 2.65 folder and rename it 2.66 to achieve the same effect if you want to copy addons.

Save Start Up File (from File menu) and Save User Settings (in User Preferences window) are different.
For new versions you should read the Release Notes http://wiki.blender.org/index.php/Dev:Ref/Release_Notes/2.66/Usability#Split_User_Preferences_and_Startup_File

Ahh… thank you Richard.