Only if it's a definitely going to be released.
The night San Andreas came out, I didn't pre-order. Well, long story short, we went to 3 separate towns in order to find a Gamestop that would let us purchase on the night of release, but not have a pre-order.
We eventually found it: A walmart, not a day over 1, stocked with asshat teenagers riding shopping carts outside, and old women, stocking up on apple pies. Life Was good. I went in, grabbed the treasure, and did three consecutive backflips* over the counter on my way out of the door. I rode off valiantly into the sunset, my 2004 Corolla purring, bravely, as we arrived home.
As for times I HAVE preordered... Well... Fallout 3 and Uncharted 2. Those were relatively normal in comparison.
[sub]*Fell flat on my face[/sub]