I believe the law states that one may *not* send firearms through the U.S. Mail. If I remember right, this is a GCA '68 wrinkle, brought about by the revelation that Lee Harvey Oswald got his gun through the mail.
In most cases, if your order a C&R gun in a state not ordinarily prefixed with "People's Republik of," it can come right to your door via UPS or FedEx. Double check your local laws, though.
Guns should be sent next-day air via UPS for FedEx. Check your local laws to be sure whether you need to 'transfer' the gun through an FFL or not (as is the case in California).
It's my understanding that if it's already your gun you can send it through the mail. For example; if you're sending it to the factory for repair you can send it and receive it through the regular mail.
Here is a link to the USPS website. Scroll down to 11.0 which will be about three-quarters of the way down. Everything you need to know about shipping handguns by US Postal Service: http://pe.usps.com/search/jsp/search/vv ... ype=2#hit0
Basically, you can't mail a handgun unless you're a licensed manufacturer or dealer, and then only if you're mailing it to another manufacturer or dealer or one of the allowed groups of people listed. 11.2 makes an exception for curios and relics, if the gun meets their definition of "antique".