Very rarely... Got Dragon's Dogma more or less at launch; and am picking up XCom next week pre-ordered. (also grabbed Tokyo Jungle the other day if that counts... I'll grab XBLA/PSN games when I feel like)
Eases the pain a bit when going halves on both of them with flatmate (and I'll probably end up owning them anyway because he doesn't care). Last year I think the only game I got at launch (or even close to) was Dark Souls.
Otherwise; I just generally wait; for a whole gamut of reasons... triple figure backlog, dlc, pre-order "bonuses", no time, over hyped games, overly boring/shallow/repetitive games, GotY editions; and can get them for $20 to $30 a few months later vs $80 to $100 at launch? No brainer in my world.