I've been working on renovating User Settings, with the intention of pushing various settings out into other pages, making it less confusing to use each settings page, and making it a bit faster to load. It also has certain site-specific advantages due to the way the setting updates work.
Anyway, the point is that stuff you have become used to finding on User Settings is now available through one of the other nodes. Please see Settings Nodes for a complete list.
A second part of this renovation is the creation of a Settings Nodelet which will put all of the links in your nodelet sidebar. This can be activated via Nodelet Settings.
SiteDocClan: please be on guard for documentation errors related to this change. Likewise please be aware that all of the settings nodes should now support sitedoclets which you can edit. Please feel free to add documentation to these pages.