Yesterday, I needed to refer to some Settings in Visio 2010 and collected screenshots of all the Options UI. Perhaps not super useful but it you ever need to see them all in one place I've created a visio doc that shows them all together. For convenience, I even stitched together all the Advanced settings.
You can download the document as a PDF and VSD here: https://skydrive.live.com/redir.aspx?cid=1ff099edb1c7ebfa&resid=1FF099EDB1C7EBFA!1958&parid=1FF099EDB1C7EBFA!1925
