Having a quite little experience in this in the last few years... Here's my 2 cents worth. As stated above, handguns cannot be shipped by an individual through the USPS. Long guns can. In both cases a receiving FFL or C&R are required. FedX will USPS store front shipping centers are left to their own if they will or will not ship guns. The central FedX and UPS offices will ship. I prefer fedx. I bring the gun already packaged labeled and ready to go. Delivery information, including the receiving FFL is included inside. I have another copy of the FFL which I give to the counterperson with my completed label. They will only ship Priority Overnight. The Cost is about $40-50 depending upon insurance (I'm looking at a Gold Cup receipt here for $48.00).
Many FFLs are ignorant of the laws concerning receiving guns from individuals. Mostly for their piece of mind I include a copy of my driver's Lisc. and a "Declaration of disposition" or "Bill of Sale" to the buyer along with my paperwork.
Long guns through the USPS cost about the same, however, they need to be shipped Registered mail. This entails using paper tape and I generally have a package store box them for me (great one just next door to the main PO in Littleton CO).
About half the time I have a new counter person either at the PO or Fedx and have to spend some time while they call their supervisor. If I have repeated problems I'll take them a copy of this:
http://www.atf.gov/firearms/faq/faq2.htm or the FEDX corporate policies found on their site concerning Firearms....