Unfortunately, I didn't get a notice of shipped until today and according to ups website as of now it is still in china and has not moved. Weird timeline that it was actually scanned in a city of china yesterday but today it is "order processed: ready for ups". It makes no sense. In addition, mine is being shipped worldwide expedited which according to the website means delivery in 4 to 5 business days. An apple rep yesterday said it would come by another method which would arrive sooner. I guess based on the first wave of shipments, and the explanation of the shipping method, it should be a week and probably will receive it next Friday.
Your shipping notice should have a delivery date on it - down near the bottom. There are always a handful of exceptions, but with even with shipping MILLIONS of phones, The dates are very accurate. Pretty amazing on the part of Apple and the carriers, really.
I was in the ships-in-two-weeks, delivers Oct 5 group, and mine has just shipped from China as well. Delivery Sep 28. Seems like they were cautious on how quickly they could fultill second wave of pre-orders. Better to say Oct 5 then beat it, than to promise a date they may not deliver.
Shipping emails from ANY vendor come when the vendor creates a label and tracking number, but it can still be up to a day before your package goes out the door. They get them ready, but they are picked up by shipper once or twice a day. That's why it may not have gone anywhere yet. That is normal.
Let the tracking path be entertaining, but don't worry about what every step could mean - or all the crazy places it may go on its way to you. Don't worry.. . . you can count on things to go they way Apple tells you they will!