Once I hear back from GS regarding my complaint, thats exactly what I plan to do. The only reason I go to retailers like Best Buy or Target (rarely go to Wallmart or GS) is because I'm usually in the area either way, so it's not a waste of gas/time/money.
For instance, the movie theatre I frequent is in the same building complex as Target. I'll go, get my tickets and have an hour to kill so my girlfriend and I end up walking around Target. If I'm in the mood for a new game, I'm already there so might as well right? Same goes for Best Buy, which is close to numerous restaurants. I either kill a few mins there if the wait is long or take a lap or two to walk off my meals. As for GS, again I just happened to be in the mall and remembered the pre-order so I figured, might as well while I'm here (instead of taking the 10 min drive after work the next day and using up my precious free time).
I'm in the same boat as BnM, I rarely play my games first day anyway so Amazon is looking better and better for me. I'm still hesitant about it; about spending more money than I should (because its so damn easy!) and package arrivals, but that doesn't have much to do with Amazon as it does my luck with parcels in general. I'm thinking of just having everythiing shipped to the business my girlfriends parents own, never had problems with that.