My experiences with both UPS and the USPS has been 100% shipping firearms, never had a problem with about 30 shipments over the years.
I now use registered mail exclusively since UPS limits their liability on guns and other items.
Haven't tried Fedex.
My experience is lucky, I think all of us "casual" users can get unlucky or lucky. I think you'd have to listen to the guys that do volume, 100+ shipments/year. But check the UPS liability limits.
I also think that collecting a claim from the USPS can be helped along if you have a good relationship with your postmaster. The few times I have made claims for loss or damage with the USPS (non-gun). I did it though my local office and was paid promptly.