I have the "new titles" page bookmarked for both my local libraries, and I check them daily -- sometimes more than once a day if there's a particular title I'm expecting. I'm more obsessive about DVDs from the library -- not because I feel any great urgency to see the film (after all, if I did, I'd see more in the theatres, and probably 90% of my new release movie viewing is via library DVDs), but because some library patrons are, shall we say, complete asshats when it comes to handling CDs & DVDs, so if I'm near the head of the queue there's less of a chance that the disc will be scratched or covered in jam.
I'm less obsessive for new release books, but when there's a highly anticipated new title for me coming out, I do tend to check the listings fairly frequently. Since the pub. date for The Casual Vacancy was announced months ago, I managed to get in right away for that one.
(Technically I'm #9 in the queue for The Casual Vacancy, but they're getting 15 copies so I count that as being #1.)