I used to go out in the early morning to get new stuff; I never really found much at all. Then over the last two weeks I've been working at Toys R Us (I quit though, for a plethora of reasons) in clear view of the Star Wars section. I also went by Target in the morning and during my lunch break (around 12).
this is what I've noticed.
-Toys R Us gets trucks in near the ends of the week, at least around here. They aren't really that informed on what's coming in, unless it's something they've been anticipating for a while. I remember reading (or maybe I was told this) that when they get an urgent item, in this instance star wars, they put it out immediately. This isn't so. I THINK it only applies to exclusive items. Every morning there's a meeting, and when they got trucks in they'd tell what was basically on it. What they pretty much mentioned was what was already unloaded. As far as when they put stuff out it's generally AROUND 10-1. I've only seen them stocking the figure section in this time frame. The front of the store, mainly candy and things of that nature- those displays are changed FREQUENTLY, and they're almost always doing that in the morning, 9ish. So more or less, getting there at 9:30 won't do you much good at all. In the back, in the break room they have a bulletin board. On it they update weekly (or so it seemed) information regaurding what they'll be getting in. As a collector I can tell you it's pretty much old news. Like for example the last one I saw said that they'd be getting in the Silver R2-D2, but they didn't say when or for how much. More or less, what these postings say is what the employees know, so never expect them to know too much about upcoming releases (unless there are collectors that work there, but I haven't noticed much of that). Also, with stuff like reserves, interactive R2 for example (a lot of R2 examples in here ) they're never quite certain of when they'll be getting stuff in. Their 'expected' release dates aren't even close most of the time; we got an R2 in (there's probably more in the back but they only want one out) about a month earlier than what the reserve slip said, so take those with a grain of salt.
If you want to know about video games, their release lists are atrocious. I asked two of the guys to check and see if they had any info on some upcoming games; resident evil 0 for instance. he showed me a print-out of all the gamecube games they knew about till the end of the year- it was PRETTY bad. No RE0 anywhere as well. I think what it generally applies to is what they'll be reserving, and thusly it also generally reflects what they'll have knowledge of.
-Target, as far as I've seen, stocks during all times of the day, so there's really no best time to check there. The only time going there in the morning, at opening, was successful was when I got the accessory sets. What happened with that was the night before I was there and I saw the pegs for them. This probably means that if they've got empty pegs then it's their priority to fill them. One time I saw them stocking one end of the toy section, and then when I returned on my lunch break they were about half-way done, and this was over a two or three hour period, so clearly they're given plenty to do. When I got Deluxe Yoda (the ONLY time I've seen him) it was around 2 and I them opening boxes; I asked if I could check it out, and they said sure, and that's how I found it. So basically Target is one of those up-in-the-air kind of places.
-KB, in my area at least, gets stuff in on wednesdays around noon, and that's when they stock it. There was, although, this one time when they got two shipments in apparently; one on a tuesday night and one on wednesday. That was odd. But basically just help yourself out and find out when the KBs you shop at get new stuff in; there hasn't been a wednesday yet when I checked in that they didn't just get a shipment.
-Wal-Mart. Of this I'm not so sure. I live by a 24 hour wal-mart and they've got guys stocking at all times of the night (though I know about four of them grab stuff for themselves ), but I've also gone there around 11 and they were still stocking stuff. it MIGHT have been seasonal things though. So I guess wal-mart hunts are best done in the morning.