I have only ever pre-ordered three games: Forza Motorsport 3 Limited Collector's Edition, Mafia II Collector's Edition, and Battlefield: Bad Company 2 Limited Edition. From what I've heard, ShopTo and Play are the best places to pre-order if you want to
stand a chance of getting the game early, though I've never ordered a game online.
i have always pre ordered from play until last time. they have gone down hill. i used to get the order the day before release or i even had a case of getting a game 3 days before release. the last game didn't turn up, i had to go to a shop and get a copy
i now have 2 pre orders through game. hopefully they will get to me on time.