I vote for UPS because my delivery guy is HOT.
No, just kidding. That's not the only reason.
I've had success with Fed Ex, Airborne/DHL, and USPS delivering packages overnight, but UPS is still my first choice. They know where my house is, and they consistently get my packages here on time. Fed Ex has managed to severely beat up my packages on two occasions but luckily the contents were well-protected. I would still use them for international shipments because of their economical prices and reliability. USPS surprisingly has good service if you pay for it (i.e. Express mail with insurance, signature, and delivery confirmation). I've only had one DHL delivery, but it arrived here next-day just as promised. My only qualm is that they left the package on the middle of the porch (rather than in the corner) and they didn't ring the doorbell.
I think the reason I've had great luck with shipping is that my house is very easy to find, located right off the highway, not too far from two interstate highways, and just 5-15 minutes from the warehouses of these carriers. That and the competence of the drivers makes a difference.