Got a shipping notice this morning, also. However, The UPS website indicated the tracking number could not be found. My shipping email stated that the tracking number may take time to get into the UPS system. I waited all day and finally got antsy and called MS. They confirmed shipment but just reiterated that it takes time to get the tracking number into the UPS system. Waiting...
I think there isn't much difference in buying at a place like bestbuy vs actual Microsoft store. If something goes wrong, either way you are going to have to deal with Microsoft customer support. Best buy can't do anything for you once you go beyond the 14 day return policy
I ordered mine on Fri the 15th, my accessories arrived on Monday. Just got my shipping notice this afternoon, tracking number says it's on time for delivery Thursday.