DCWatch and several European stores have announced a delay in the Nikon D5200 shipping. The camera was initially scheduled to start shipping yesterday (December 6th). The expected shipping time from Amazon UK is currently 1-3 months, for Amazon Germany the estimate is 1-3 weeks. While waiting, you can check the just released Nikon D5200 brochure and one of the first Nikon D5200 reviews (with sample images) that got published few days ago.
Update: Nikon published an official notice indicating the shipment of the D5200 will start on December 15th, 2012.