I doubt you'll be able to get the money back from Amazon. As long as they actually did ship it yesterday, they're really not responsible at all. I'd start complaining to the courier ASAP if I were you. If you're lucky you might be able to get them to re-deliver it today, providing it's still on the van.
 
Long story short, you should've ordered from shopto.net. They have free next-day delivery and always ship early. In fact, I got mine at about midday yesterday.

I've had cases like this, if you have paid for the next day delivery and don't get it Amazon will refund it to you just be persistent, I never had too much trouble though. 

could it be that they were delivered on different couriers? I dunno about the UK, sometimes I'll order a couple things and one thing will come by UPS, another by USPS, etc.

This is a known issue: you should look into this article. 
http://kotaku.com/#!5785656/report-amazon-screws-up-british-3ds-deliveries
 
But it pretty much says, it's happening to a lot of people in the UK and amazon is looking into it.

Hey - I have a 3DS and no games (waiting on delivery to the store, cause I only recieved the code Tesco promised to get a game for £10 today, and the earliest I can collect now - so I don't have to pay £5 delivery - is Monday.) 
 
Maybe we could meet up and mash them together? Lol.

Instead of making individual threads contain updates on the situation, why didn't you just bump this thread? 

I canceled my Amazon order yesterday when I found out my local Walmart already got theirs in. They still won't sell me one until the 27th, but they will let me arrive at 11:59 PM on the 26th and get one.

You really didn't need multiple threads for this. Let's keep the discussion in this one.