Where are the system settings?

Since Corona 1.5, advanced system settings, such as number of threads override, autosave options, VFB settings, and more, are system-wide rather than saved with a scene (they are stored as global settings on the specific computer, rather than in each specific scene file), and all those settings are conveniently placed in one dialog. To find them, go to Render Setup > System, and then click on the "System Settings" button: