First impressions:
there are only 4 shooting modes: (Manual, Aperture Priority, Shutter Priority, and Program Automatic); while the K10D has 9: (Manual, Shutter Priority, Aperture Priority, Sensitivity Priority (which would have been cool on the D700), Shutter & Aperture priority (which I think is unique to Pentax), Bulb, Flash Sync, Program Automatic, Green, User Manual). I also have noticed the lack of Shake Reduction since the K10D has it built in. Shutterspeeds that I used to hand hold on the K10D are really tough now, (and I was beginning to think that the SR on the K10D wasn't really working for me, guess I was just getting complacent).
Congratulations on the new equipment. A couple of things in case you haven't already figured them out, on the D700 Bulb is just a shutter speed setting in either Shutter Priority or Manual. Program Automatic will allow you to adjust the aperture or shutter speed to what you want by turning the dials, this may be similar to the Pentax Shutter & Aperture mode.
One of the features I like on the Nikon is the ISO Auto. With the amazing ISO capabilities of the camera you should be able to easily set it to a speed you can hand hold. Adding the grip to the bottom and using the hefty 24-70 made it easier for me to hold as well.
Looking forward to your photos.