An update for allowing checkbox values to be saved for http://wordpress.org/extend/plugins/user-taxonomies/

plugin-user-taxonomies-save-profile.php

<?php

/**
 * Save the custom user taxonomies when saving a users profile
 * 
 * @param Integer $user_id	- The ID of the user to update
 */
public function save_profile($user_id) {
	foreach(self::$taxonomies as $key => $taxonomy) {
		// Check the current user can edit this user and assign terms for this taxonomy
		if(!current_user_can('edit_user', $user_id) && current_user_can($taxonomy->cap->assign_terms)) return false;
		// Save the data
		$user_terms = ! is_array($_POST[$key]) ? array($_POST[$key]) : $_POST[$key];
		wp_set_object_terms($user_id, $user_terms, $key, false);
		clean_object_term_cache($user_id, $key);
	}
}