If we are talking potential charges. then it is always best to avoid the US govt at all costs and go private. FedX, UPS,DHL or any will do. Although (as above) they could open the package, it is a very rare occurence. (As stated, when leaking, etc.) Package neatly and discreetly and tape securely.
Use return address (omit name); that way if it does happen to come back they will just leave it at your door. If, on the other hand, they want you to sign (for a return) it is what LE calls a "controlled delivery". Simply deny you sent anything and close the door; chalk it up as a learning experience and say thanks for a close call.