USA is a little different. To get mail using the street address of the PO, boxholders have to sign an additional agreement, BUT:
1) it's free, and
2) they will also accept UPS/FedEx/DHL/etc shipments on your behalf for no charge! (they will sign for packages, but if "Direct" signature (the named recipient) is required, they can't accept those.)
If you just try using "UNIT #" or "APT #" or whatever, or you don't have this additional agreement signed, they can and will return to sender.
"Mailboxes etc." in the UK is a fairly widespread commercial PO box provider. I didn't realise that was their business until I found out about a local spammer using their Cambridge branch for their address :-)
Where I am (Australia) theres a whole bunch of places that'll provide "non Post Office PO boxes" who're perfectly happy for you to address things to "Suite 306" or "Apartment 306" as well as "PO Box 306" at whatever address the box is located. Fools _most_ of the "must be a real address, not a PO Box" restrictions.
(Interestingly StartSSL failed me on that once when I gave one of those as a personal address - they mailed me saying "that looks like a business address, we need a personal home address for personal identity validation") - I dunno of they Google Street-viewed it or of they've got some automated system that flagged it...)