Rockstar have released details of the pre-order bonuses you can expect when you order the game from one of the approved retailers. Depending on where you pre-order the game you could find yourself riding a fancy Warhorse or shooting it out with some Golden Guns:
Pre-Order benefits by store:
Game - Deadly Assassin Outfit
John Marston's "Deadly Assassin" outfit causes your Dead Eye meter to regenerate at twice the speed. With more Dead Eye, you have more time to place each shot with total accuracy, making you the deadliest gunslinger in any fight.
Amazon.co.uk - Golden Guns Weapon Pack
The player who wields the exclusive Golden Guns receives more Fame for each kill. The more Fame you get, the more in-game side missions become available. So there will be more opportunities to duel, more kidnapped townsfolk to rescue and you can bribe lawmen for less.
HMV - Warhorse
There are countless horses to be found in the massive world of Red Dead Redemption, but none is stronger, faster or tougher than the exclusive War Horse. Whether storming gang hideouts, exploring the wilderness for hidden treasure, or outrunning the law, the War Horse gives gunslingers an advantage in nearly every situation.
Zavvi.com - Brady Games Mini Guide
Further details and ordering links can be found on the official pre-order page.