When GameFly gets a game, they store the case/manual/DLC/other inserts in the case, and only send out the game disc to their subscribers.
This is why people will, 99% of the time, get DLC codes that work, Club Nintendo PINs, all that.
In theory, the cases and manuals should be pristine, but sometimes they have some shelf wear evident. The games themselves can range from pristine looking to almost bad, it's really luck of the draw.
I've ordered two Wii games from GameFly. Each came in a case, with the manual, and one came with an unused Club Nintendo PIN- as expected. The discs were in good shape, a couple scratches but nothing bad, as they played just fine.