Oh, I hear you! Been there, done that, would never use the mail for anything that absolutely-positively needs to get somewhere quickly. I've had tracked Royal mail disappear between countries - UK says they gave it to USA, USA says they never got it. Each party claiming the other was responsible, neither allowing any compensation because it was just documents (and a cheque).

I had a US sim chip supposedly sent to me here in the UK from the USA that never made it, as well. It went into the black hole that is the London mail facility and never came back out, apparently.
Then again, one time with Fedex I was sending next-day Urgent to Ireland from here in Glasgow. Paid extra for it. It got sent to Paris. From there it went to Indianapolis. Then to London, then to Ireland. So next day was actually about five days. And I FedExed tax returns to the USA two years ago (I think it was) and they were supposed to be there in Austin in two days. They arrived on day 14.
Never had a problem with UPS (at least not here in the UK) or DHL (ever). My current favorite is DHL.