Waiting too...
I'm in the same boat, would love to hear from others as their status changes. Still processing. Ordered 2 of them on 10/6, probably in early afternoon, through Apple.com.
I was honestly hoping the 8GB iPhone 4 might ship early since it's basically the same as the last phone, or at least would arrive sometime after Wednesday but before Friday since iOS 5 arrives on Wednesday anyway. My crappy Android phone died this morning and it's back now, but when it goes, I needs me a phone.