It was on my desk when I got to work today (got in late because of a dentist appointment). :D
It's black plastic and has a bit more 'heft' than I thought it would although it's not what could be called heavy or dense.
The display shows six digits although there is room on the LCD and window for eight. The authenticators are made by a company called Vasco
who has quite a line of products.
I've already attached it to my account and logged in to both account management and WoW. The login process is smooth and easy to do.
I would prefer that the screen on the authenticator was a big bigger but that's a very minor quibble.