For users upgrading to 3.0 (Windows or Mac), here's a helpful tip from Igor T., one of the AdWords Editor engineers:
To avoid losing any unposted changes when upgrading to the next version of AdWords Editor, export an archive of your account. After you've completed the upgrade, re-download your account, import the archive file, and find your account information intact, including any unposted changes and comments.
For a full list of features, check out the release notes.