WotC posted some of the abilities of the depot units:
Ammo Dump has the Plentiful Ammo ability. This ability allows each of your attacking units to reroll any 1s on their attack dice. This powerful bonus modifies only the initial attack dice rolled during each attack—you can’t reroll any rerolls.
Fuel Depot has the Extra Fuel ability. Extra Fuel gives +1 speed to each friendly Vehicle that has a base speed of 3, regardless of range or line of sight. A unit’s base speed is the actual speed value printed on its stat card, not its modified speed value. If you have two Fuel Depots on the battle map, their abilities don’t stack.
Headquarters has the Organization ability, which allows you to reroll your initiative die. You get to see both initiative die rolls before you decide whether to reroll or not, and you must reroll before the movement phases begin.
Note that they have additional abilities too, though only Ammo Dump has been shown; it also has Dug In (can’t move or be transported), 3/3 defence, and Flammable.
Here’s the update: http://www.wizards.com/default.asp?x=ah/aam/ah20061013c