Just to play devils advocate, I do order a fair bit online (mostly BB's because I cant find a low bulk price in canada) and I dont really have a lot of trouble with shipping. Its only a few times I have a problem and its a pain in the ass.
FYI, UPS is extremely expensive BUT if they don't meet there service agreement meaning the tracking states delivered today and it doesn't show up. You can actually request a refund on the brokeage fee and then call the sender for a refund on shipping.
Same goes with Canada Post. I got told in a round about way by USPS to f-off lol