A quick note for those lucky enough to be part of the Xbox Live Update preview program: BioShock is now available from Games on Demand. While you might be keen to download it just to try out the Games on Demand feature, you should know that it will cost you $29.99. Considering you can pick up a new copy of the game from GameStop, eBay or Newegg for only $20 (or less), it's not exactly worth it -- unless the convenience of not leaving the house is worth $10 to you, of course. It's also worth noting that the XBLM price is only $10 shy of the BioShock / Oblivion combo pack.
Still, if you just have to try Games on Demand, don't have BioShock already and have 4.66 gigs of spare room on the ol' hard drive, go for it. Just remember, a man chooses!