I've both shipped and received a bunch of guns via UPS. Never any problems. I take mine to the place where the brown trucks come and go (I think some people call that a UPS store, but I guess it's incorrect, technically speaking). They have a sign that says they open and inspect all packages, and I usually leave an end open in case they want to do that--but they never have. They do ask me, on occasion, whether the addressee has an FFL, which of course he always does.
The closest thing to a problem I ever had was a gun that somehow got misrouted; funny to track its progress, or lack thereof, using the UPS tracking number. But it eventually got back on track.
Have used USPS some as well. No problems there. Even received a gun from England at my local PO once; postmistress collected the duty, filled out the required forms, etc.
