Simplest thing to do is buy insurance for expensive items, and items that go out of the country.
I got burned once by shipping a $200 electronic organizer to Mexico, and the buyer contacted to tell me that he hadn't received it. Bummer... but I couldn't prove it wasn't true (no tracking), so I gave the guy his money back. I got the organizer for free (my work was throwing a bunch of them in the trash!), so it hurt, but I didn't lose much besides shipping costs and fees.
I learned my lesson, and now everything going out of country gets insured by UPIC (I have confirmed that they'll pay on these claims), and anything expensive also gets UPIC insurance.