From some leaked developer documents some time ago, it was revealed that each Wiimote would have around 6 kb of memory built right in. Some believed it to be purely for the internal speaker, while others had crazier ideas: personalized settings, content, and once the Mii system was unveiled, perhaps even the storing of one's own digital avatar. Is it true? You bet your gold coins it is. Straight from the mouth of George Harrison, each Wiimote will be able to store up to 10 Mii creations for those on-the-go fixes of Wii Tennis.
Nintendo seems to be fostering the concept of a personalized Wiimote for each player, something never before attempted. If one can indeed store some settings (and a saved game or two? Maybe the internal memory was increased since then), the feeling would only increase. Get ready to show off your creations!