SU sometimes changes format of its pages, and than this tool stops working. LET ME KNOW when this happens, and I will fix it!
I contacted SU few times asking them when will they make 'export your favorites to your local computer' type of feature, but didn't get response. So here is this tool.
Q: It doesn't work? A: YOU HAVE TO enable temporarily in your Preferences 'Personal information' AND 'Public Profile' pages: Share your favorites with visitors -> Show all favorites to people visiting your profile.
Q: It still does not work! A: If your profile is R or X rated it cannot be seen by this tool. :(
INSTRUCTIONS: After you click on the button above, save the generated page on your Desktop.
In the Firefox top file menu click on Bookmarks -> Organize Bookmarks
In the bookmarks window that appeared click File -> Import, and select From File and your file you saved on Desktop

My SU favorites: http://lakinekaki.stumbleupon.com/favorites/.