I usually preorder games if it's something I'm familiar with, and something I know that will give me enjoyment in the long run. Sometimes I take a chance on an odd game depending on my tastes, but so far, most of the preorders I've done were successful more often than not. I'll just list some of my experiences:
-FE Awakening: Worth preordering, since I'm familiar with the series. It turned out to be a good decision regardless, because of the shipping SNAFU on the week of its release.
-Etrian Odyssey 4: Worth it. I played the demo, and I enjoyed it, plus the preorder bonuses are decent (music CD, poster with skill trees and stuff, and I THINK there's an art book but I don't think there is).
-Halo 4/Halo Reach: Not worth it, since I'm not a fan of Halo's style of FPS. I want to be able to run over my weapons and pick them up on the fly, dammit ;_;
-Lego Harry Potter Years 1-4: Worth it, surprisingly! It comes with a "making of" DVD and some magnets, plus it comes in a nice box. The sequel not so much, all you got was a lousy T-shirt (which was small size only!)
-Adventure Time: Hey Ice King, Why'd You Steal Our Garbage?!: Not worth it. The game is funny, but it's easy, it's short, and it's world is open and bland.
-Ratchet and Clank: All 4 One: Kinda worth it, you get a free weapon when you play the game. Crack in Time was a bit more worth it, you got different bonuses depending on where you preordered. The good news about all these preorders is that they're early unlocks, not exclusive DLC.
-Sonic and All Stars Racing Transformed: Not worth it, since the preorder bonuses will be on the PSN/XBLA at some point.
-Zelda: Skyward Sword: Worth it, if only because GOLD WII MOTIONPLUS WIIMOTE.
-Borderlands 2: So worth it, I loved the bobblehead. Golden Keys are nice too.