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Explicit export of user settings is currently only available for the connection information (for databases or SCM repositories like SVN). Of course, when moving between machines the user must decide whether the export processor strips out or encrypts any password information.
If you want to try moving other user settings between machines, I would guess zipping up just the xml files would be a good starting point. Definitely avoid the system_cache folder.
There are lots of NetBean's related files, as discussed in DevFaqWindowsWstcrefAndFriends - NetBeans Wiki but I assume you can ignore those, too.
Edit: and perhaps someday SQL Developer will support export like Data Modeler... How to export preferences? Preferences storage?