I only had my Macs delivered so far and there was never an issue. In fact, I got Mac deliveries in various countries and no matter what courier service was used, it was always second to none! In Austria, the UPS guy even calls an hour ahead of his arrival to make sure someone's home.
The delivery guy who brought my third Mac to my flat in London didn't call, but was still super-friendly and very careful with the package. He even offered to carry it upstairs for me so that I wouldn't drop it.
Generally speaking, I view home deliveries as less risky than store pickups, since there are less steps and parties involved when the Mac goes directly to his final destination.
Factory --> Import --> Delivery to Store --> Handling at Store --> Transport home
vs
Factory --> Import --> Delivery home.