How do I consume the input events in the new 4.6 unity gui system? If I click on a button for instance I don't want anything else non GUI related that might be listening for mouse input to react to the event.
How do I stop clicks/touches on the UI from 'going through it' and being clicks in my game world?
Use EventSystem.current.IsPointerOverGameObject() to check whether the mouse is over a GUI element before you process your game world clicks. See this post for an example. Also, on mobile, you may need to specify which finger you're asking about - see this thread for details.
I should warn though that while this method seems working (I'm using it myself), it is still not documented at the moment, and there is no guarantee it won't be changed in future when Unity 4.6 is officially released.