I guess it depends then. If it's a concurrent US release, I'll go to the store and get it first thing that Tuesday (releases are on Tuesdays here.)
If it's set back a few weeks from the UK release, I'll order from the UK and listen to a rip until my legitimate copy arrives.
But I won't listen to it until I've paid for a copy, even if it's not in my hands yet.
I really hope it doesn't leak, because I am excited to get it, race back to my car, unwrap it, pop it into the CD player, and sit there, listening, enraptured in the parking lot. Just like the old days. I remember running out after school to buy Viva Hate, and many other albums too- I remember doing that with REM's Out of Time.