MS uses DHL to ship their packages and I have never had a good experience using them. Their tracking system stinks. I once had a package go back and forth from Chicago to like Boise or St Louis THREE times before it went out for delivery. They even managed to damage a xbox game so badly that the center spindle was cracked into 3 pieces, the disc was floating around inside the case, and an entire corner of that hard plastic keep case was missing.
I think I read somewhere a few months ago that MS stopped using DHL, so I pray next time they send me something I don't need to deal with those goons.
I've had really good experiences with FedEx freight. UPS is really good with their tracking and delivering on time too.