I have a friend who quite frequently used to buy from online markets (I have since lost touch with him). From what he told me what he and his friends used to do was to buy a new post box and set it up somewhere away from where they lived under a fictitious address and name. So they'd be John Doe living at Copper Street 45 (when it only actually goes to 44 or whatever).

Then he'd track how long the package took, whether or not it was delivered normally by the postal service and even then wait a week or so and get it in the middle of the night. Nowadays they apparently just use drones instead to deliver stuff.