However, most early nabbers of Half-Life 2 won't be blasting any headcrabs until the game's official release date. That's because, as was confirmed to GameSpot last month, purchasers of the game will have to go online and register it with Steam, Valve's online download service (from which Half-Life 2 can also be purchased).More at GameSpot
"For security/antipiracy, each copy must be authenticated via Steam during installation," Valve's Doug Lombardi told GameSpot. "After this one-time (per install) authentication is complete, an Internet connection is not required for single-player and LAN games."
Half-Life 2 already for sale in some shops - but not playable yet..

Half-Life 2 is already for sale in some shops. People who got their hands on this game have started posting pictures of the box and CD-ROMs in forums all over the web.