Game Informer points out, both BigBadToyStore.com and the BioWare Store say each figure in the set of eight contains in-game bonus content, exclusive to the North American release.
The BioWare site also adds: "They are slightly randomized during the registration and could include powerful new weapons and new characters. The pack could also include character boosters, weapon modifications, and weapon upgrades to make your multiplayer squad stronger."
The bundled DLC is only available for Xbox 360 and PC. Mass Effect 3 will launch on March 6, so the game will be out way before the DLC from these action figures makes a difference on your third (maybe fourth?) playthrough.