When it comes to pre ordering, Gamestop makes it as appealing as possible.
While not my favorite store anymore for gaming, they do the pre ordering thing right.
Whatever store you ordered from is the store you pick it up from. It's nice if you have your receipt, but they've got things computerized it isn't necessary. Especially if they talked you into getting one of their power up rewards things, everything you do with the store is kept on that account. You merely give your phone number and they can pull up everything.
The only receipt you need to keep track of is the one you get when you purchase the game. That receipt often has your code for whatever pre order bonus they offered exclusively.
Also if you are hitting a midnight release, they have a super fast one. Every time I've done one, I've gotten out there 15 minutes after minute.