Lets get real, MS is after the business market.
The Surface Pro, as Jason has stated, is aimed at the business market. This is for people who want a tablet that will allow them on the corporate network and be able to work easily with it and create content. The Surface Pro will do all that, for most corporate users. The high end graphics/engineers will always be tied to a heavy laptop or more likely a high end desktop/workstation. You can't get the size of display and the power in anything light and small. For the remaining users the surface pro has the power to do just about everything else. I do agree that there is a need for a docking station, its a pain to plug mutiple devices into a laptop, a tablet is worse.
Now to some of the other comments and Jason gripes. Have we gotten a little spoiled that a 2 lb device is considered heavy? Even small laptops weigh 3.5. Does not sit in the lap well? ummm, its tablet sized hold it in your hand and use the pen. If you are typing on the keyboard sit it on a tray/desk/table! The review seems to have forgoten that one can remove the keyboard/cover. Sure the cost is high, but its relative. As stated, its an ultrabook and thus the price is in the ballpark.
So lets get real, MS makes its money selling to the business world. The Surface Pro will give this market a great alternative. It is a device that will easily integrate into the enterprise IT structure (login to domain, be controled by group policies, be patched by WSUS, etc.). It also allows real content creation. Ever try to make a presentation or update a complicated spreadsheet on a tablet? While BYOD has made inroads, who would not rather the company buy the devices they need to do thier job? To those of you who have been complaining that MS does not inovate, why do they need to do that now? The company is close to 40 years old and has more money in the bank than most countries have as annual budgets. With their market share all they have to do is sit back, watch the trends develop and then come in and sell to there huge customer base.