I have never pre-ordered a game.
I have however pre-ordered collectables which "come with a game" (despite the collectables likely being more than the game) or the privilege of being able to hang out with my friends at midnight to collect a game on release. And of those games Halo 2, Halo 3, and Battlefield 3 were the only 3.
These days there is even less reason to pre-order, but where I lived and the local small game shop, sometimes the only way to get a game within the first MONTH of release was a pre-order, where the store would literally..... Pre order. Its not a pre-order for you at the store, its the store ordering it from the distributor / publisher.
The very first game i ever purchased on Steam was a game where i went in for the 3rd week in a row and they said "sorry, still not had any come in for re-stock".
And now even more than ever is a BETTER time to pre-order. "Back in my days" good fucking luck being able to return a game if the 7 seals of security purity were not damaged. now, almost universal refunds for digital goods from most of the major game platform hosts.