We had a great experience with Fedex. He posted his documents from London at 5pm and they arrives in my hands in Florida at 10:30 the next morning. We were able to go online and track its exact movements the entire way. It only cost him 25 pounds.
I was nervous about sending our passports, birthcerts, bank details and other important original documents by USPS, even their express certified mail, so I sprung the $30 to Fedex it all up to New York. Dropped it off at 4:50 last night and according to their online tracking system it arrived and was signed for at the consulate at 9am this morning.