I am selling my MBA and want to install Lion on it before shipping it out. Is there a way I can install the OS, but leave all the setup options available to the new user once they receive it?
Once you've completed the install, shut down and don't turn it back on. When the new user gets it, they'll be greeted by the intro video and all that jazz.
What the above poster said, on restart, press and hold the power button and force a shut down, this shouldn't affect your computer.
There is a setupdone plist file that can be deleted (at least in Snow Leopard), this way you can still test everything and run updates.