So I've received my copy today, a day early! Very nice! I'm curious to see the reactions on GAME employees if I took it down to trade it today. Lol. They'd probably be surprised of the existence of a SteelBook version!
It's very nice, enclosed in a shaped plastic slipcase (Rather than a squared slipcase like most other SteelBook's), and has the BBFC certification! It's sealed with the 'Y' style folded ends and a clear tearstrip! A very fine addition to the collection!
EDIT:
Here's a couple of pictures:


As you can see, the slipcase has rounded corners opposed to square corners. It appears as if the Killzone logo itself (Plus BBFC certification and SCEE logo) is actually on the slipcase, thus leaving the actual case beneath purely artwork
I would imagine that the European cases are exactly the same, and the only difference between countries is just the slipcase