Also supposed to be getting a physical copy, and have been waiting pretty patiently so far, but...
All I ever see when I check "my orders" on the pillars site is "shipping soon". Sigh.
Never been a fan of Steam, and really miss being able to buy a retail boxed version of a game. Did get Skyrim as a gift, but still had to use Steam, so I really don't count that as a "real" boxed version.