I don't know if it so much has to do with Wii's being hard to find, but people not having the time to go to a store when they open. It is hard for some to get to a store at 10am during the week when they work, and weekends can be a nightmare at store opening.
I decided this last Thursday that I definitely wanted one. I knew I couldn't go during the week because I work no where near any stores that would sell them. I got up at 5am this morning, checked the ads and saw that Circuit City was going to have them in. I got dressed and went to Circuit City, was there by 6am. The manager came out after seeing me sit down by the door and gave me a voucher so I wouldn't have to sit out in the freezing cold until 10am
I came back around 9:30 and there was a huge line - people were pretty ticked off. They got 12 in - 1 of which was already taken by my voucher. I kind of held back, cause I didn't need any angry faces staring at me. One part of me though, was thinking "I got here at 6am this morning, I don't feel that bad". And I don't. I got my Wii, Guitar Hero III and I am a happy camper
Definitely check ads, and if you can get to a store a couple of hours before opening on the weekends, do it. It works. They are VERY hard to come by in my city, as with many cities from what I understand. Don't be discouraged, you will get one. Ask for help from friends and family, also, it never hurts to have several on the hunt.
Good luck!