You can find information on Halo 3 Launch Details from here. It goes into detail so for further information, click the link and read beyond the below quote:
Forsaking the Midwest for the four furthest corners of the U.S. map, Bungie and Microsoft have released more tantalizing details about their upcoming Halo 3 launch events scheduled for Monday night.
The Halo 3 "Midnight Madness" sell-a-thon starts at midnight Sept. 25, when more than 10,000 retail stores nationwide are set to fling wide their doors to throngs of men in homemade Master Chief helmets clutching Cortana dolls.
Heres whats planned for the Halo launch in New York City, Los Angeles, Miami and Seattle (sorry, chewy center of the country - no Chicago).