Yup, I did that for Bad 25! Walked over to the store after school and picked it up
I pre-ordered Xscape on iTunes simply because I have some iTunes credit lying around, but I'm going to get it anyway, why not just pre-order it now so I get notifications of new songs? I won't pre-order a physical copy though, I'll just walk to the store and pick it up on 9th of May
Some shops though (apparently Amazon) will try and ship it a few days ahead of release date to get it to you on time. Sometimes it means you get it before the release date too. I wouldn't advise the official MJ shop though. Maybe it's because I'm in New Zealand and not America, but they take forever to ship things (on average 3 weeks, I pre-ordered
Michael off there).