I finally solved my Intuos4+SAI trouble, thanks to the cold and boredom those forced me to digg in SAI files.
SAI has amazing file called [misc.ini] that allows to make some user tweaks for application. My problem was rooted in old SAI verison (1.0.1), that didn't have advanced options in its [misc.ini]. New SAI (Ver.1.1.0) allowed me to solve my trouble through [misc.ini] in seconds.
In addition, using SAI files, I made some other tweaks and share them, the small guide is about following things:
1. How to solve troubles with tablet pen speed.
2. How to rearrange palettes. Examples: 1, 2, 3
3. How to add custom canvas presets for new file.

• Tweaks are here •

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To say honestly, I was absolutely satisfied with my Intuos3 and didn't plan to upgrade my tablet in next time, but my friend made amazing present to my birthday, and I couldn't stand up against it.

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• It works.
• It is beautiful and refined. Pleasant for eyes and hands tools are important for good work, so appearance of Intuos4 is positive point.
• Pen nibs and nib extractor are placed inside of pen holder. Great feature.
• The reminders for Express Keys (presented since M size of Intuos4) can be turned off. It is rare feauture, often devices are illuminated like Christmas tree, and this illumination for some reasons can't be removed.

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• The Key Panel is glossy. It looks fine, but gets smudged with fingerprints, especially around the Touch Ring, in very short time. And there is no cleaning tissue in the box.
• Because of its mirror design, the tablet takes more place on the table than Intuos3 of the same size.
• USB cable slot is on left (right). The slot can be opened at bottom or on top of tablet's side, but in both cases the cable makes an angle and takes more place on the work space. If the slot were placed a bit more centered, it could go to computer case or laptop straightly without excess windings. Intuos3 has USB cable slot on top, and the cable never let know about itself.

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• The work surface is different. In Intuos3 it was smooth and sleek, like glass, in Intuos4 it is more matt and rugged, like paper. Maybe it was made in order to give more realistic feeling while drawing, but it needs time to become accustomed. With Intuos3 I used stroke nib, in Intuos4 it is too firm and doesn't make feeling of work with brush. And the flex nib is a bit sticky and reminds more of eraser than of brush.

Tip for SAI.
The pen of Intuos4 can move too slow in SAI. It can be solved this way: go to Others -> Options -> Digitizer Support: Set Coordinate Mode as 'Mouse'and tune 'Drift' value how you need.

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How to make your own brushes
Photoshop has magic tool called 'Define Brush' that allows you to create a brush of desired shape in seconds. SAI can't do this, but process of creating custom brushes isn't too difficult.

1. Overall
There are two types of brushes in SAI. Each type has its own folder where your pictures must be placed to turn into brushes. These folders are 'Elemap' and 'Blotmap' in your SAI directory. The scheme is: make a picture -> place it in corresponding folder -> add a line in brushform.conf file -> save this file -> done.

2. Creating of 'Elemap' Brushes
Adress of these brushes in brushform.conf will be [2,elemap\Your Brush Name.bmp]
You need the a template (included in archive).
Choose desired brush shape and set its painting mode as 'Threshold'. With opacity variation you'll get different results. Than save your image as *bmp with standart settings Photoshop suggests.
Unfortunately, it doesn't mean that you can just transfer your favorite Photoshop brush shapes to SAI. For example, if your shape is star, you don't get brush that will be paint stars. Star shape gives something like this. To say the truth, the Streak shape of different thickness will be the most common result you'll get.

3. Creating of 'Blotmap' Brushes
Adress of these brushes in brushform.conf will be [1,blotmap\Your Brush Name.bmp]
Your image should be 512x512 px. Paint your texture in black-and-white, in final image black points will be transparent, white will be solid color.
Set mode for your image as Index (Image -> Mode -> Indexed Color) and save it as *bmp.

4. How to install created brushes
Give a name for each of your brushes.
Put the pictures to 'Elemap' and 'Blotmap' folders.
Add lines with names of your new brushes to your brushform.conf in SAI directory like it is written above .
If you don't want to write this manually, there is useful tool by BerolEagle that updates brushform.conf with all items from 'Elemap' and 'Blotmap' folders. This way, just copy your new brushes to corresponding folders, copy the tool in your SAI directory, and run it.
Your new brushes appear in drop down menu right under 'Density' option.

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