Not disappointed at all. The GTX 480 performs well in almost every benchmark I've seen. Don't really care about power consumption nor heat as I would be water cooling it. The only problem that now remains is price. Overclockers.co.uk has them in stock for 448£(that's 500€). Now considering you could buy two 5850s for the same amount of money I find that very hard to swallow.
Guru3D's review was one of the best as they had the most diverse set of games and were hawk-eyed enough to notice that the Dirt2 timedemo only ran in Dx9 mode on the GTX 480.
Think I'll stick with my 5850 and wait for the 32nm part!