I've seen people that order a game online (in my specific experience, Halo: Reach) and they actually receive the game in the mail the day before it is released. I had two or three people that ordered the game from Wal-Mart and received the game the afternoon before the midnight release. Can you really get it early by ordering it online through walmart or amazon or someone else or is it better to just go to the midnight release?
My understanding is that these instances aren't guaranteed and are just lucky instances. I know Amazon offers release date delivery, but I didn't receive my copy of reach until 6-7pm which was a major bummer.
If you have to have it go to a midnight release, the chance of getting it early isn't a sure thing.