I ordered the 16GB version yesterday and it was interesting how the notifications came. I signed up for text message notification a while back. Here is the sequence of notifications I received as my order got shipped:

• Text message received indicating Fire HD shipped
• An hour or so later the Amazon.com website updated to "Shipped"
• A couple of hours after that I finally received email indicating Fire HD shipped

I guess the queues for each notification type have different waiting times.