In an interesting twist for those enrolled with the Preview for Developers program, users are encouraged to keep their enrollment to get today's Denim update. Disabling Preview for Developers will essentially block you from getting Lumia Denim, saying your phone is up to date.
This requirement to stay logged in to the PfD program is unique. Many previous Lumia users had to disable the Preview (unenrolled) and then check for Lumia Denim.
The reason for this is because when a user enables the Preview program, it changes the server which it looks for the update. In this case, the Preview program and today's update both keep the OS at 14219, which may be why this is causing some confusion for the system that is looking for new firmware. (The latest version of the OS is 14226, but oddly Verizon opted for 14219 instead).
If you do not have the new Lumia Camera 5.0 with Rich Capture/4K video and you do not see Hey Cortana under your Settings, you do not have the full Denim update.
Regardless, if you have net yet done the over-the-air update and you are already using the Preview for Developers program, make sure you have it enabled!
Thanks, Shane R., and Jeff T., for the tips!