If you want to get your copy of Halo 3 at 12:01 am on September 25th don't worry, you have many options.

Among them are midnight launches at all 7-11 stores, where you can buy a Big Bite hotdog, a Slurpee and Master Chief, and at all Wal-Marts who promise to have plenty of copies, Halo 3 only checkout lines and Dog Tags.
In addition to these two ubiquitous bastions of retail-dom, all Gamespots, EBs, and Game Crazys will be open at midnight as will a great many Best Buys, Circuit City's, Targets, Toys R Us's, K-Marts, et al.
In another nice move, Best Buy is sponsoring free Xbox Live Gold membership for all gamers on Sept. 25 - 27.