Wii console: It's amazing how small the Wii itself is; it basically looks like someone took a DVD drive out of a PC, turned it sideways, and put it on a stand. Of course it features a relatively large power brick, which is somewhat odd considering it should be pretty low current, but which is consistent with the Gamecube design.
Wii remote: Feels pretty nice in the hand, actually, and seems to work pretty well for pointing. Comes with a wrist strap to avoid accidentally tossing it around when performing some of the more acrobatic stunts for certain games. Generally seems to track correctly, but if one stops aiming (e.g. to put it down for a second) and then resumes later, requires some waving around to find the cursor again.
Sensor bar: Absolutely tiny; had no idea that it would be so thin and lightweight. Unfortunately this causes problems, in that it is so light that the weight of the tiny power cable pulls it, spinning it or pulling it off center. Nintendo provides some adhesive pads to try and get around this, but this isn't particularly elegant and most won't want to use this solution.