It can take a week or so depending on how close you are to a shipping center. There were two weekends since 12/1 so I'd expect it early this week, otherwise let support know. You can access them on the top right corner of any Gamefly webpage.
If you have a cell phone you can set up your account to send you a text whenever a game is shipped or received back by Gamefly. The text will also tell you which of the 5 shipping centers shipped it out to you. It usually takes 3 to 4 days for me to get a game from my closest shipping center and a week for one from across the country. You also have to factor in that the month of December is a very busy month for people mailing gifts to people and the huge volume of mail slows everything down for everyone. The method that Gamefly sends games is also the cheapest and slowest method that the postal service offers to save money and can take 3 to 14 business days for you to get your game. Business days are Monday through Friday by the way even though you get mail on Saturdays.