There may be no real-world gain right now in performance, but the data rate certainly doubles (though frankly I'd think there would be more benefits for the cheap 1x cards like sata controllers, but they aren't in sight yet - not to mention nvidias "new" 780 chipset of course only supports pcie 2.0 with the 16x slots).
I think there was (and still is) some confusion about the power limits, since even the pcisig page mentions changed "slot power limits". However, the only thing which seems to be new is the 8-pin connector, with pcie 1.0 cards are restricted to 150W (75W slot + 75W 6-pin connector), whereas pcie 2.0 cards are allowed to use 225W (75W slot + 150W 8-pin connector) or 300W (75W slot + 75W 6-pin connector + 150W 8-pin connector). Though apparently there are cards out there (HD2900XT) which already used the new connector with pcie 1.0...
This information would be in the pcie 2.0 CEM spec, but I haven't seen anyone quote from the final version of it yet
. But maybe increasing the slot power would have required changing the slot physically, which isn't a very hot idea (it has been tried before - remember AGP pro, which no cards supported ever?)