Shipping paper is the best. I jacked a box full from my old retail job (we used it to stuff our promo items) and it's the best for shipping. I wrap the major parts (gun, mags, etc...) in shipping paper, put it in a box, put address on box, then wrap the box in a double layer of shipping paper, and then another double layer of shipping paper with address + shipping info on it. Excessive? Not really, since it keeps it tear-resistant, sturdy, and most importantly; non-descript.
"History shall be kind to me, for I intend to write it." - Sir Winston Churchill