Dreamcast US launch was pretty cool, picked up Soul Calibur and Sonic Adventure. However 1st gen US copies of Sonic Adventure were unplayable that first week, you had to exchange at the game shop. Not sure if 100% of the copies were affected but many were.
My most memorable was definitely Halo 2. Watch this if you want to see me as a high schooler with braces getting my copy of Halo 2. http://www.youtube.com/watch?v=P1V5CMJtkyk I'm pretty sure MW2 has the record for day one sales. It helped that it was multiplatform. Halo 3 is still the top selling X360 game.