I know that in the comics world, pre-ordering is considered really important in order to make sure that small publisher's books (and small books from big publishers) get ordered. It helps barely profitable comics shops (e.g. all of them) forecast their revenue better, etc. Here's an essay by Warren Ellis:
[quote name='"WARREN ELLIS (http://www.savantmag.com/pdf/29.pdf0"']
ACTION: ON PRE-ORDERING
BY WARREN ELLIS
Pre-ordering is the act of ordering your comics at the same time as they are
solicited for comics stores to order, two months or so before publication.
The Warren Ellis Forum (
http://www.delphi.com/ellis)advocates that comics
enthusiasts and evangelists who attend their local comics store at once a month
should pre-order their comics.
The main pre-order tool is Previews, a 400-page catalogue released monthly by
Diamond Distributors for the ordering of comics and other merchandises. Most
comics stores will either give or sell you a copy of Previews, or let you read a copy
at the counter. You’ll either get a form to fill out, or be asked to note down what
you want on a piece of paper. Ask your store how they prefer to receive preorders.
If they won’t accept pre-orders — and if you routinely cannot find what
you want on their shelves — then find a store that will. Or order by mail or via
the web. The Forum’s preferred location service is
http://www.the-masterlist.
com.
If you order your books from Previews- that is, order them based on the information
therein, two months before their publication, just like the retailer - you are
accomplishing many things.
You are showing the retailer that there is a committed audience for the work.
You’re offering the retailer a guaranteed sale.
If enough people at your store pre-order a book in this manner, the retailer will
likely order an extra couple on top to put on the shelf for general sales. Which
means you’re creating the opportunity for other people to discover the work.
If it’s just you, then chances are good that the retailer will take a look at the thing
themselves when it arrives. You’ve placed the work within the retailer’s awareness.
This is an important achievement. I don’t sell books because I’m the greatest
writer since Dickens. I sell books because the majority of comics retailers
know my name.
It obtains a firm sale for creators of independent and marginal comics. This is
crucial. Ordering comics is guesswork from both ends. Neither the retailer nor
the creator actually know how a book will sell. But you’ve just given a deserving
creator one guaranteed sale. And one will lead to another. And therefore you’re
building the way towards that creator DEFINITELY being able to continue
working.
9 9
(And if you want to be an activist for the good stuff that slips through the
cracks, then you’ll pre-order and you’ll do something else. You’ll print off an
online ad or a virtual ashcan or a short webcomic and take it to the store and put
it in front of your retailer with your copy of Previews and say “I want to order
this.” Want to know where to find such things? Watch the Forum.)
Okay: pre-ordering is a pain in the arse. No, it shouldn’t be necessary. Yes, it
validates the behaviour of what a retailer friend of mine calls “catalogue shops”
— stores that just order Spider-Man for the racks and make their customers preorder
from Previews if they want any other damn thing. Yes, in a perfect world, we
should be able to walk into any comics store and get what we want off the
shelves. But you may have noticed that this isn’t a perfect world. And when you
tell me that you won’t pre-order because what you want should be on the racks
— then you’re guaranteeing a continuation of that situation. And helping us all
slip further down the spiral. Should-be’s are killing us.
If you want to make comics better, then you need to ensure the good stuff
survives, as a foundation for what is to come. It starts here - with you.[/quote]
That's obviously less true in the videogame market, but to the extent that it is true for you and the places you prefer to buy videogames, it's worth considering.