Do you remember what week day your went into 'preparing for shipment' and when it eventually shipped?
If you ordered something else other than the iMac, like AppleCare, you probably only get a tracking number, once your order has been merged.
It went "preparing for shipment" monday the 17th of December in the morning.
It switched to "shipped" on friday the 22nd at night.
And yes, I ordered a TB cable & Applecare so it's going to be merged. Probably today. I got apple on the phone and they said my iMac was at Luxembourg's customs and that it would probably arrive at the "merging facility" (or whatever that's called) today. He also said that if it all went well and with the best of luck it should be shipped from there today or tomorrow morning.
Now i'm just hoping it will arrive before the estimated date (January 2nd) but with the holidays and all, I doubt it...