Some retailers have started shipping Aliens: Colonial Marines early, consequently a lot of video walkthroughs have started appearing online over the past few hours, including some live streams of the single player campaign. If you don’t mind spoilers and would like to take an early look at the game, you can check out this thread.
Additionally, some initial fan reviews can be found here. Aliens: Colonial Marines launches February 12th on PC, Xbox 360 and Playstation 3.
Update: Full walkthrough videos can now be found on the thread linked above.