There have been some changes in the Illustrator CS6 Save for Web dialog box. For one, its not called Save for Web and Devices anymore.
Ivan David rounded up all the changes and put them in one place. Have a quick look, to see what the changes are.
The Save for Web feature is used, chiefly, to optimize artwork and images for the purpose of using it in web browsers and applications. This was achieved by optimizing image size and color. However, as the web evolves and bandwidth becomes increasingly and easily available, the Save for Web feature has also evolved to keep up with the times. The feature has been reworked, and the changes include availability of certain formats from different menu options, removal of the WBMP format and automatic HTML generation, and modifications to the slices feature.
Read the complete post here: http://blogs.adobe.com/ivandavid/illustrator_cs6_save_for_web/