Eurogamer announced today that Wii Sports does indeed come boxed in Europe - because they just got their copies of the console shipped in from Europe. This is what they had to say:
"The PAL version of Nintendo Wii will ship with a boxed version of Wii Sports rather than a bare disc as it did in the US, we can confirm. And - yes - we can confirm that because Nintendo's finally gotten around to sending us its brand new console."
So there you go guys. Is your mind at rest now?