I've shipped guns to myself for hunting trips. For me, the shipping-to-yourself method has a smaller hassle-factor than traveling with the guns.
I carefully box the gun and print my own shipping label using my digital postal scale, etc., from the USPS website I then drop the gun off at my local post office. No waiting in line - I place the package on the counter and let the busy clerk know that "this one is ready to go," and leave them to it. For shorter hunting trips, I include a prepaid return label and packing tape along with the gun.
All my firearms are insured through Sportsman Insurance Agency, Inc. (http://www.siai.net/) for loss or damage during shipping, so I am not affected by the $500 insurance limit imposed USPS when printing my own shipping labels.
One advantage of shipping a gun to yourself is that by sending it early, you can verify that it has arrived safely before you actually leave home. That way you have time to make other arrangements (travel with a replacement, borrow a loaner, etc.) if your first gun is lost or temporarily misplaced. Not that anyone wouldn't be devastated by losing the first gun, but at least the hunt can still go on after buying the airline ticket, taking time off from work, etc.
--shinbone
