I was thinking about different options that some of us have. I may wiki this.
1. Ship it to where you live
If you have parents who don't know about your diaper buying, or roommates who may ask questions, etc, this may not be the best option for you. For someone like me who lives alone, this works perfectly well.
2. Ship it to where you live in discreet packaging [if offered]
Some companies offer this option. Many of you have reported mixed luck with this, and varying degrees of discreteness. All of the companies that offer this as an option make claims that they will send it out in a 100% safe manner. I guess it would be up to you and whether or not you trust the company to package your order that way.
3. Ship it to someone else who you can get it from later
I used to do this before I lived alone. I had them shipped to a friends house who knew about my DL side, and when they came, he would either bring them to me, or I would go and pick them up. I realize that this is an almost perfect arrangement and that not all of you could do that, but it's something to consider, especially if there's no way #1 or #2 would work for you.
4. Ship it to a local UPS store or FedEX store [select local pickup]
This option to me, makes the most sense if you don't want to receive the package at home. Even if the company does not offer the option online or on the phone, if you talk to the right people, you can set it up. The place I vacation in in FL has a UPS store, and I've had packages shipped there while I was on vacation. All I needed was my photo ID to pick up the package.
Anyone, feel free to help me expand on this. I'm trying to compile an easy comparison of options for those who may be trying to decide what's best for them, especially those looking to order for the first time.