There is no possible way that could go wrong. Especially when TSA or Customs asks: "Are you carrying anything for someone else?"
Then you go on to explain, "Oh yeah, I am, but I know them. They are paying me to do it."
In fact, I often carry stuff for my compatriot coworkers and friends to/from the home country. This was just a more regularized and systematized version of that.
All said and done, you're right - even my cofounder and I felt a little uncomfortable being mules for others even if the item being sent was totally innocent.
The one and only delivery we made successfully was from Toronto to London via New York for the then CIO of British Telecom. He loved the idea so much that he covered it here http://confusedofcalcutta.com/2009/12/02/hauling-bits-around... on his blog.
:-) This happens more often than not. All the success and visibility, but none of the work.
In 2010-11, I worked on lug-it.com to let people carry stuff in their luggage for others. It leveraged FB's social graph to engender trust. I just wasn't ready to market and grow the user base because my cofounder decided that he was going to be the "vision" guy and I was going to do all the work.
I launched a couple of iOS apps one of which got thousands of downloads in a month but since it was very niche (BLE/iBeacon related), I stopped working on it.