The U1 and U2 modes are easy to set in MENU > SETUP > Save user settings > (select U1 or U2) > Save settings, and the camera's settings are burnt into that spot on the dial.
My white balance and trims, exposure compensations, exposure modes, AUTO ISO minimum speed settings, flash modes and everything else I want in each setting follow along, and instantly recall as I set either on the dial. This is even better than Canon, whose C1, C2 and C3 settings remember everything, but Canon's Auto ISO can't be programmed to higher speeds to optimize it for action as I do on my Nikons.
Better than
Canon's C1, C2 and C3 positions on their mode dials, Nikon's U1 and U2 settings save whatever tweaks you make to them, even if you turn off the power, and then
reset to your personally preset defaults any time you switch to a different setting and return! Yay! This way if I have to tweak a white balance it stays that way for the duration, and next time I select U1 or U2, I'm back to my personal defaults. I love it!
If you want to make a permanent change to either of these settings, simply make the changes while in the U1 or U2 position, and then MENU > SETUP > Save user settings > (select U1 or U2) and you're done.