If your not super paranoid about theft, I think they drop parcels off in 'hidden' locations if you contact them in advance.
Not to mention it depends on where you live, and the package size.
Most of the time they try to stick it somewhere pretty secure (they normally put mine through my security gate) or out of the way, but if you're in an apartment or something I could see this week being a prime time for people to box snatch if left out front.
Also remember: These are sent OVERNIGHT. Which means they require a delivery signature. If you, or someone there, can't sign they wont leave it unless you put a note on the door asking them to w/ your signature.
So if you don't do that it'll just be delivered the next day, or you can leave a note to pick it up at your local UPS office (or call them and set it up for that).