Here's something that kind of annoyed me:
When I fired up the XBOX 360 for the first time, I had to create a HDD (local) profile in order to play. This is the profile that I used to get past many bosses in Kameo (and unlocked many elements).
Turns out that now I can't find a way to transfer all of my achievements from the HDD profile to the XBL profile. So, I probably have to play Kameo from the beginning again so that I get credit on XBox Live.
Though, I wonder if I just associate the HDD profile with my XBL gamertag, if everything would be automagically be recorded... I'll have to play around some more.