UPS also does a great job. I don't know how they break into my building, but they do. Once in a while the normal delivery person takes the day off, and you get the door tag. Fill out the form online and the package appears tomorrow. Not perfect but reasonable.
FedEx is awful. FedEx means I'm not going to get the package unless I happen to be at home and they happen to actually ring my doorbell.
DHL is also awful (the delivery mechanism of choice from amazon.co.jp to the US). I order a $10 magazine and they won't just leave the package at the door. In fact, they call me to see if I'm at home, say things like "oh, you didn't answer before, I'm not on the way there anymore so I can't deliver it" and other such bullshit.
Finally there are the taskrabbit-like shipping services, A-1, Lasership, etc. If you see one of those you aren't going to get your package. Just re-order it and hope you don't lose the lottery again. They can't even successfully deliver to commercial addresses with dedicated courier receiving and fully-staffed mail rooms.
It's interesting that Amazon finds this to be cheaper than shipping it properly to begin with. Although it makes sense if packages sent through USPS are low-value and not just small.
Amazon at least mitigates this loss risk by unquestionably resending the package without additional charge. This exercise has grown tiresome.