Also, I believe that handguns have to be shipped FFL to FFL, even if you are in actuality shipping it to yourself.
Your can do to,it is a bit pricey however if you obey the UPS/FedEx "rule" of overnight shipping (to prevent theft by employees).You can as a nonlicensee ship a hand gun to yourself or a FFL (both 01 and 03 if qualified)by common carrier-no FFL required on the shippers end.A long gun if unlicensed,and hand gun if by FFL,can be shipped USPS ,again to a FFL or yourself.
http://www.atf.gov/firearms/faq/unlicensed-persons.html#shipping-firearms-carrierQ: May a nonlicensee ship a firearm by common or contract carrier?
A nonlicensee may ship a firearm by a common or contract carrier to a resident of his or her own State or to a licensee in any State. A common or contract carrier must be used to ship a handgun. In addition, Federal law requires that the carrier be notified that the shipment contains a firearm and prohibits common or contract carriers from requiring or causing any label to be placed on any package indicating that it contains a firearm.
[18 U.S.C. 922(a)(2)(A), 922(a) (3), 922(a)(5) and 922(e), 27 CFR 478.31 and 478.30]
Q: May a nonlicensee ship firearms interstate for his or her use in hunting or other lawful activity?
Yes. A person may ship a firearm to himself or herself in care of another person in the State where he or she intends to hunt or engage in any other lawful activity. The package should be addressed to the owner. Persons other than the owner should not open the package and take possession of the firearm.