I find that the only reason i pre-order a game is if it comes with something. Anything would be good. A shirt, some dumb figurine, something. ( I don't have to worry about stock in my town, so pre-order should come with something nice for us loyal fans.)
Here is a better question? Is there a reason NOT to preorder? If you plan on getting Skyrim no matter what, why not preorder. Especially if you are worried there will be a limited number of Collector's Edition, which I plan on getting, and I expect that a lot of the people considering preorder would also be interested in.
There is absolutely no reason you cannot take the game back after its been shipped as long as you haven't opened it yet... but seriously, who here is not going to open their game right away? I doubt there are many people here that wont be there day one buying the game, which is the same result as preordering except you may have to deal with shortages.