Well, I'll mention them...
DHL is downright annoying. Fortunately, I only have to screw around with them when I order anything from Tangible Waves, but you HAVE TO be around to see what they're up to, as they'll just bolt if you're not there within, oh, 60 seconds. Makes signing for their shipments annoying as hell, but they do have a good track record on not smashing your shipment all to f**k.
And I can't say that about UPS at all! I still have very hideous and rattled memories of purchasing a Bruel & Kjaer Model 123 "Spectrum Shaper"...basically, think Stockhausen's Albiswerk filter banks at WDR, then shrink that down to a rackmountable form factor. This was shipped UPS, and it DID arrive on time...with one corner of the padded double-box job smashed in completely! After pushing the hell out of the UPS Field Inspector, they admitted that packages at the local depot tend to get "thrown around too often".
Who are they hiring? Gorillas? That filterbank weighs about 35 pounds minus the doublepacking! And the momentum + mass not only fubarred the boxes, it smashed in a corner of the unit itself, with the impact knocking components loose inside it, destroying soldered connections, and so on. Had it not been for my ultra-amazing tech, who has repair-fu that's WAAAAAAAY beyond my pay grade and his ability to figure everything out WITHOUT SCHEMATICS, I could've wound up throwing that poor filterbank in the trash. UPS doesn't have to care, though, once they paid out on this fairly-unobtainable thing. Rat-bastards...
Amazon does great on delivery...as long as your shipment isn't clearly expensive AF. A few pedals I got thru them, well, I didn't get them on the first try. Apparently when things go through their SW Chicago facility, they sometimes get subjected to five-finger discounts. So I quit using them except for boring stuff that people won't want to steal.
This problem also crops up with the USPS...same area, too. But the USPS actually has SERIOUS consequences waiting for anyone who gets caught (screwing with the US Mail is a bigtime felony!), so it's not as often nor are expensive things typically stolen, as those clowns tend to look for pocketable packages. HOWEVER...and shockingly enough...ONLY the USPS can consistently hit delivery times around here. UPS can be a day late at times, FedEx...who knows, and Amazon can hit the delivery times as long as one of their terminal crew doesn't steal your shit. And nothing domestic comes here via DHL, so it sees very little action. Even with DeJoy (appropriate name, that!) still trying to wreck the USPS, they can manage pretty well.
Solution? Talk to your shippers, explain that you want NO FEDEX (or whichever carrier is screwing up for you) on your shipments after the first time you get screwed, and also make a lot of bad noise at the higher-ups at the carrier in question about your concerns about their "clearly untrustworthy" shipping security. And while this might sound like a rather Karen-esque way of going about this, the fact is that the upper management of these companies are pretty bent out of shape about this for the same reasons YOU are, and they'd like nothing more to root out the pilferage and get those responsible locked up. ALWAYS report shipment screwery. Always. If more people hold these carriers' feet to the fire on these sloppy operations, maybe they'll finally start doing things like, oh, paying their employees something more than McDonalds slave wages and treating them like human beings so that they have LESS impetus to pull stunts like this.