PS4 Pro game transfers just need an Ethernet cable
Here's an interesting bit of information which pertains to transferring content between PS4 and PS4 Pro.
According to the rather detailed FAQ Sony posted for the console today, all games, saved data, captured videos and screenshots, system settings, and other content can be moved over to the new system using an Ethernet cable.
That sounds so much better than how things are now. No more need to back up to an external HD to transfer everything over to a new system.
"This process will also work from standard PS4 to standard PS4, PS4 Pro to standard PS4, and PS4 Pro to PS4 Pro provided that both units have system software update 4.00 or higher installed, and the same PSN account is signed into both systems."
And of course, you can hop online using your PSN account and re-download previously purchased games, etc. if you like. Speaking of online, it also sounds as though you will be able to be logged into both PS4 systems at the same time using your PSN account in order to make the transfer.
You really should give the FAQ linked above a read. Hopefully it will clear up any questions you may have.
PS4 Pro releases on November 10.