Check out the archives here and at Analogue Heaven for horror stories, there
are plenty.
Generally: FedEx is good, USPS is good, UPS will destroy your gear and will
do everything possible to not pay the insurance claim, or to undercut fair
market value.
YMMV...
I'vez found eBay is a really bad source for gear, since a) you can't check
the stuff out before you buy, and b) there are a lot of people out there
trying to get high dollar for junk. I'll usually spend the shipping money on
gas money instead... assuming the distance is within reason.
best,
- Scott
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