Half-Life 2: Episode 1 began preloading today yesterday and I'm seriously considering pre-ordering it over the Steam network. There's something rather appealing to purchasing software online: no traveling to a store and no waiting for a package in the mail. It's instant gratification, pure and simple. Lots of people seem to dislike the fact that the game is "locked" until June 1 (the official release date), but that doesn't bother me too much.
One thing that I dislike is the fact that I don't get a game box. I know that may sound silly, but I have quite a collection of boxes (I have nearly as many as I have computer games). Having a game box provides a tangible token of ownership for something that is intangible. My collection is unfortunately still packed away in boxes from our move; otherwise, I would post some pictures.