I pre-ordered at my local EB Games; when the game arrives at the store on release day, they'll hold my copy until I pick it up, so I don't have to worry about them selling out. If you want the game on release day, and have a local shop, I'd recommend popping down & working with them directly, rather than doing the online mail-order route.
If you do have the game shipped to you, and they use Fed-Ex, Fed-Ex won't necessarily deliver it when it arrives at the local sorting facility, if it isn't "due" yet... meaning, if you have 3 day shipping and it arrives at the local facility on day 2, they still might not deliver it until day 3 because they aren't contractually obligated to deliver it early (yes, this has happened to me). If you want the game asap, be sure to shell out for overnight delivery.