In reality, of course, it's a guy in a van who can't find your door.
I frequently buy small gadgets from dealextreme.com in Hong Kong. The put the stuff in padded envelopes, slap some stamps on it and bring it to the Hong Kong postal office. They then e-mail me a tracking code and at hongkongpost.com I can see real time information about when the package has been put on a plane out of China. About 15 hours later I can use that same tracking code at the postal office web site here in Finland. I can see that the package has arrived at a airport warehouse and follow it as it moves all the way to the local post office. Once it has arrived I just walk over (it's a few blocks away) and pick it up - any day of the week. It's open until nine in the evening on weekdays and six on weekends.
Shipment takes about five days all in all and costs practically nothing.
In the United States, however, US Mail is almost never an option when I order something. Instead, I am offered the chance to enjoy the services of the best private companies in the field of logistics.
I recently bought the new Eye-Fi Explorer SD memory card from the US and the cheapest delivery method cost 50 USD. That for a product that weights about as much as a stamp. Well, ok, with packaging it ways about as much as a chocolate bar. Delivery took four days.
The basic principle of all express logistics companies is that private persons never ever order anything and thus delivery never takes place when people are at home, only during weekdays at office hours. And even if you are at home, there is that sense of excitement: at any moment, without any warning, the doorbell may ring and then you have about 15 seconds to respond our you will have to try again the next day.
My experience is that the delivery is unlikely to reach my door on the first attempt. In stead the package will be returned to a logistics center and I will get a message saying for example "missing door code" and I have to call them and tell them to try to find the right door since we don't have a door with a code lock. And of course this always happens on a friday so I have to wait three days until they try again.
You might try to order it to your work address, but as I work as a subcontractor they never find me or deliver to the wrong company.
Right now, I am waiting for a package sent with DHL from Germany. It has now been on it's way for five days and the tracking system does not work. And of course now it's Friday so during the next two days nothing will happen.
This is supposed to be one of the building blocks in our global economy - getting stuff reliably from sellers to customers. How come it's this difficult?