Bleh, sorta wish I got it from Steam so I could start playing right as the bell strikes midnight. But I traded in Gears3 and Batman:AC so I'm getting PC Skyrim practically for free at Gamestop.
For this reason, I hope in the future, you can pre-order a Collectors Edition online, be e-mailed the CD-Key, enter it in Steam to get it right away, then later in the mail get the goodies of CE.