Half the time, I think horror stories regarding shippers have to do with location.
I never have issues with USPS here, but, I live in a development without local delivery. Everybody has a PO Box at the local office, so no worries over stolen or weather damaged things.
UPS is nice too. There has been a few times I ordered easily identifiable things (like LCD monitors, which ship in their regular packaging) and the UPS guy would leave it at the post office instead of leaving it at the door for anybody to see and steal. Although, I'm starting to think that I might be getting too much stuff shipped to me via UPS. Twice this year I have gotten somebody elses packages delivered to me with my name and address on them.
FedEx though...that's another story. Lived in 3 different houses over the past 15 years and it was hard getting a delivery from them at each one. I could sit in my living room and watch out the window as a FedEx truck pulled up, sat for a few seconds, then drove off. Would look at the online tracking and see "delivery attempted, recipient not home" when the driver didn't even bother to get out of the truck.