I really advise against preordering MMO's...
I preordered two MMO's before and it was a complete waste of money. I can't remember the first one, but the second one was called RF online. It was about robots...
I preorder it in november, the beta starts in Dec. Preorder's get to participate in the beta. But they don't even send me a cd key for the beta until Jan. I call/email complaints and they don't give a fuck. My game launched in Feb I think, and I didn't get the game until march. Then about a month after I play the game becomes free!!! I payed 60 bucks for nothing!
It sounds like you got awfully unlucky...
Anyway, I downloaded Aion. I preordered using Steam, though you can download the game in other ways. I can't remember the last time I bought a game that came in a box. I also know that I will like Aion, as I played the beta up to lvl 22
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Although you need to preorder in order to try it in beta.... *shrug* just do all the research you want on it, then preorder if you want to download and then play it
edit: I can write a mini review of my beta experience if anyone wants...
Do note that this game is realm vs realm and pvp oriented.