In this Reuters article Nokia say they have sold 400,000 N-Gage in the first two weeks. However other reports have suggested low sales in the UK (though these didn't track sales in phone shops).
See also:
http://www.reuters.co.uk/newsArticle.jhtml?type=technologyNews&storyID=3667092§ion=news
http://www.gamespot.com/all/news/news_6077097.html
http://www.gamepro.com/nokia/ngage/hardware/news/31458.shtml
http://www.gamepro.com/nokia/ngage/hardware/news/31440.shtml