Currently, pressing "Continue" on the Data page takes you to the Finish page and immediately starts setting prefs, signing you in, and syncing. These actions are essentially irreversible (you can't go back and change settings in the wizard and then move forward to have a different outcome without leaving cruft on the server), but they happen as a result of hitting the Continue button, which sounds innocuous and isn't irreversible on any other page (except for the captcha page, for which see bug 440901). We should make it clear when we're about to do irreversible things. For example, the Data page could be the last page, so it would have a Finish button, and when you pressed Finish we would close the wizard and pop up a new dialog/panel/page that showed you the progress of setting prefs, creating your account, signing you in, and initially syncing. Alternately, we could have a message on the last page that lets you know that you're about to do these things, with a big "make it happen" button for the user to press.
Account creation informs user that continuing will create the account. All other irreversible actions are performed on final screen following user action.