If I know I'm going to get a game on or very close to release date, I'll almost always pre-order. I'm not exactly a huge fan of handing over money before the game comes out, but I do like the message it sends to publishers. They get a better gauge of whether people are interested in the game based on preorders as they ready the game and it also ensures that the store orders enough copies to supply demand. I'm pretty sure sequels and the like get greenlit based partially on preorder data so I have no problem perpetuating that. Besides, I like the peace of mind that comes with knowing my copy of a game is guaranteed. A lot of the games I tend to play are a little niche--at least compared to the big Western titles like CoD, Madden and the like--so often times, stores won't get very many copies of them. I hate, hate, hate running around to different stores in the area trying to find a copy of the game so I can play it the same-day instead of waiting for delivery online.
I tend to preorder all my games from the local EB Games. I like to be able to pick it up at my convenience on release day. I live just far enough out of Toronto that packages don't (always) arrive on the same day they ship, so I often have to wait at least a day to get something from Amazon unless I get faster shipping. And with faster shipping, someone has to be around to sign for the package and being stuck near the door just kind of sucks. The anticipation is really annoying and it makes me too anxious. I might have to leave the house when my pre-order is at a brick-and-mortar store but at least I feel more in charge. :P
The last game I pre-ordered was Tales of Xillia. When Canada was confirmed to get the Collector's Edition, EB Games actually called me to ask if I wanted to upgrade and I was so pleased with that. I don't have anything on pre-order right now (except my roommate's copy of Kingdom Hearts HD) but the moment the games are up on the system, I'll be pre-ordering Tales of Symphonia HD and Tales of Xillia 2.
I've always bought my games directly from the store since my GameStop is only a ten minute walk and usually has what I want in stock. Had no problems getting Pokemon games on release day there, too, but they won't have X and Y available until November 1st so I'm going to have to put in my first pre-order ever. Definitely can't wait 2 extra weeks. :(
I only preorder games so I can get them on day 1. Like this year with Pokemon Y and 2 years ago with Super Mario 3D Land. The bonuses you get for preordering are nice too (like a 2 sided poster for Pokemon X/Y and the tanooki Mario keychain for Super Mario 3D Land)
I don't calculate stat values, I don't breed my way to perfection, and I don't care about natures. I catch my Pokemon the way they are, and treat them like individuals instead of brainless drones. If you use this philosophy, copy & paste this into your signature.