I mostly use the Postal Service and have recently started going through their site to print out priority mail labels (with free delivery confirmation) Our carriers can't pick up any packages over a lb, though, since 9/11, so I still have to take big things into the window.
I also use UPS for packages OVER 2 lbs and for Canada. I print the labels on-line and DH drops them off in the mailroom at work. Works great =)
Actually, I should see if he can drop the priority mail packages there, too.
FYI UPS and USPS are both union but I'm pretty sure FedEx isn't, so I only use USPS and UPS. USPS is a bit more expensive, but they have awesome service!! I try to save $$ for customers by using USPS, but some packages will do better being sent UPS. Anyway, I'll have to check for sure on the union status of FedEx, but I don't think they are, so i don't use 'em.