I only have Brawl pre-ordered. I have lots of games coming out that I want, but right now, only Brawl. Put 5 bucks down, just to reserve my copy. I usually buy my games from Ebay, but not Brawl.

The only software I have ever preordered was LoZ:Windwaker... what an excellent bargain that was, £30 for two versions of what is considered the best game ever (OoT) and a game that I personally think is the best game ever (well...so far).

I pre-order nearly every game I get, I just wait until a week or so before, but I want my GTA pre-order for PS3 soon

I do have GT 5 Prologue pre-ordered, and I will be pre-ordering RSV 2 in one of two weeks

The Legend of Zelda: TP, I don't know if it counts like a preorder, because I pay for it when I bought my Wii in a preorder too... Then the day the Wii was launched I couldn't have my copy because the store didn't receive the games, so I had to wait another week, even when i saw the game on sale in other stores...that sucks... I will never preorder a game again...

I currently have Brawl on Preorder. Before that it was GHIII, but the last one before that was LoZ: Wind Waker.

It would be a different story if you were asking about Harry Potter books, lol.

I currently have:

PS3: Haze, MGS 4 and GTAIV Special Edition
PSP: Crysis Core and Chains of Olympus

All on pre-order from Amazon

Pre-ordered currently:

SSBB
MGS4

Though I will be changing my MGS4 pre-order to the SE whenever it is announced.

GTA4 (PS3) and MGS4.

I was able to lock in a discounted price by preordering. 

Brawl
Ninja Gaiden DS
FF CC Ring of Fates
The World Ends With You
Rondo of Swords

I'm thinking about Okami. Nothing for the 360 at the moment. I usually pre-order games releasing within 2 months.

MK Wii
Wii Fit
Wii Pro Evo

thats all at the moment although I also want No More Heroes when it's released.