I'm surprised so many people are having problems with Amazon's shipping, I pre-ordered Infamous a week or so ago from them and chose release date delivery (it's $6, brings the total to $60) and I got it today. If you're going to buy unreleased games from Amazon and they offer release date delivery (they do it for most of the big titles), it's always best to choose just that, because if they don't deliver it on the release date they'll refund your shipping.
Oh, and Infamous is gud. I thought the Crackdown comparisons were silly initially, but after hunting down some blast shards I get serious Crackdown vibes. The platforming is pretty good, too. I'm really liking it so far, to say the least.
edit: no option to change the volume is utter bullshit, though. At least, I don't see one in the main menu – it could be buried and tucked in under something entirely unrelated, but then it'd still be bullshit. Sometimes (namely whenever there's a cutscene) the volume gets too loud, and I don't want to suffer through this for the next 10 or so hours.