I have shipped guns to Cole Gunsmithing in Maine several times and I have found USPS to be convenient, relatively cheap, and free from hassles. He ships back by UPS, but it is different - he ships so many guns that he has daily pickup and his local UPS people are used to handling guns and know the rules.
Always be careful not to put anything on the outside of the package that would reveal there is a gun in it - and that includes the address. When I ship to Cole Gunsmithing I address it to Cole, Inc, and when it comes back the return address is in Rich Cole's wife's name. It doesn't say "gunsmith" anywhere.