A chap on this forum thread's been banned by Sony from playing on PSN after he was caught playing GTA IV before release.
He won't be able to play online for a week, apparently.
He wasn't playing a pirated version, he reckons, and instead bought the game from a shop.
"I got it from a store called Futurzone in Rotterdam, the Netherlands," he said. "If I turn my PS3 on it wont let me log in. They send a email to me with the ban crap."
This does appear to be an isolated incident, and many have been spotted playing the game online before the title hits at midnight tonight.