Your profile is still on your machine. However, after
you join the domain you are effectively logging on as a
new user. You can copy your old profile (c:\documents
and settings\OLDUSER to c:\documents and settings\NEWUSER)
You probably need to ensure you're logged in as local admin before you
do this. Depending on 100 factors, this could be a disaster on a big
network that uses GPOs and careful customization etc.
I'd say if you've got a network admin, ask them - if not - it probably
doesn't matter.