The vast majority of games come out on Friday in the EU; Tuesday in the US.
If the game is a worldwide release, it normally releases on a Tuesday. Special cases are on a Friday.
Some games are even released on a Wednesday: see Uncharted 3.
In Japan, Dragon Quest games are always released on a Saturday to avoid truancy due to the game being very, very popular.
Many thanks to Cpt Slaugh7er (xboxachievements.com) for the signature!
R.I.P. to the most wonderful person to have ever lived; my Nanna. 03/11/1932 - 06/10/2013. You will be forever remembered, and forever missed. I love you so much.