Mines not yet dispatched, I get the feeling they are going through the orders now. When did you guys order your copies and where about's are you?
I placed my order on Amazon UK 2nd September. Selected 1st class post (as Amazon recommended this option to "guarantee" release date delivery - cost £1.69 for 1st class on Skyrim). About noon the order changed to "despatching soon", and then at 20:21 got the despatch email. Should receive it tomorrow (in West Yorkshire - post tends to go from the national hub to the Leeds hub within hours, so I should be receiving it tomorrow!).
I've seen people receiving their "despatched" notification throughout the evening - so if you've got yours ordered on Amazon, keep an eye on your emails over the next few hours! (I've had despatch notices from Amazon as late as about 2AM before - and received the delivery 8 hours later)