I happened to be on vacation in Las Vegas the week of the US launch back in March. I looked all over town for a place that didn't do pre orders and I found one right on the strip. It was of all places Sony Style in Caesar's Palace Forum shops. I got up early that morning and stood in line with my girlfriend. I was suprised that there wasn't a longer line. There were only 20 or so people there waiting. They handed out flyers to us that showed what they had in stock as far as accessories and games with a price list to help things go smoother at the checkout. They also had a 1 per person limit so I bought one with a credit card and had my girlfriend bought one with cash.
Afterward I felt like such a little kid that there was only one thing to do. Walk down the street to Circus Circus and buy an all day pass to their adventure park. When we left for a late lunch we went to the fashion mall food court and I ended up buying a couple games from the EB store there. They were sold out of psp's but had lots of games. I was stopped by at least 10 people asking about my psp and where to get one. I just directed them to the sony store.
Anyway that's my story. What's yours?