As far as I know, liquids are only an issue when carried as hand luggage on a flight... because you could physically use them yourself to create some kind of explosive mid-flight.
So you can only take 3 oz containers of liquid through security as hand luggage. But once you have passed through security, you can take liquids that you have bought at the airport onto the plane (i.e. drinks, make-up or alcohol purchased at duty-free).
I have packed various liquids in my checked luggage on a flight - so that's not an issue (unless they are aerosols or hazardous liquids)... I fly from the US back to the UK on Friday and I will be bringing large bottles of shampoo, conditioner, hand lotion and face wash, as well as some make-up products with me in my checked bag.
I believe the only problem there could be when shipping liquids is that there are some restrictions on types of liquids that can be shipped (i.e. not alcohol, or flammable/hazardous liquids) and that there is is a danger of them spilling or getting damaged during the journey.
I doubt there would be any issue at customs unless you owed duty on anything you were bringing in/shipping, i.e. you were over the allowed customs limit for certain items (i.e. alcohol or cigarettes).
