JDJ has a usefull article on some of the changes planned for JDBC 4.0: JDBC 4.0: A Significant Advance on the Standard and Features Worth the Wait. The main improvements listed:
These are all usefull features, but it will be a while before we can use them. JDBC 4.0 is part of J2SE version 6.0, which is scheduled for release sometime next year. And it will be at least another year before we’ll start to see application servers supporting J2SE 6.0.