I ordered my Tuesday, and it hasn't shipped yet. I live in the United States too. We should get an email when it ships and we should get a tracking number in that email. They just must be very busy there, so it's taking a while.
Belgium here. Ordered mine last Tuesday evening 12th and just got the invoice including tracking numbers. Delivery next Monday. So 5 days because of the weekend. Set has already arrived in Belgium from Holland. Looks indeed like it depends a little on where you live.