Under the Content heading, you are able to choose the starting point of your map as well as how many levels. For example, if you have sub-sites under sub-sites, you may want to limit this number as appropriate. Note that you can also choose to show pages in your site map (as opposed to only libraries and lists).
The Presentation heading allows you to select the number of columns displayed and how the text will be displayed within those columns. For example, you can choose to have borders around sites at the top level and pick level two content to be displayed in plain text.
The Organization heading allows you to specify sorting of the content – whether you sort by the site title or modification date is up to you.
The Appearance, Layout and Advanced headings give you the same options as any other web part in dictating the size of the actual web part and other layout options for the page.
Hopefully with these tips you can now find it a bit easier to navigate your site.
Image Credit: Screenshots taken by Ryan Tetzlaff