I've just ordered a Surface Pro 3, (I haven't got in yet before you ask) and was wondering if there is any way of transferring data, (such as on windows phone, via Bluetooth) without using a micro SD card.
OneDrive? It depends on what you want to transfer. Files are easy with OneDrive, some settings can be transferred between devices through your Microsoft account.
I second OneDrive/Microsoft account. Works great - just sign in to a new device and wait a few minutes (depending on how much data). Just remember that you will need to tell OneDrive that you want to store the data locally as well - if that is what you want.