Across the country using:

Airlines

For years putting packages on airline flights (Next Flight Out - NFO) was easy and not insanely expensive - $60-something for the airline and anywhere from $4 (Des Moines) to $50 (San Francisco) for local couriers or taxis at both ends. This is what XMessenger was set up to do years ago, when it looked like the internet would enable virtual shipping networks to use airlines and couriers to move small packages at an affordable premium. Between Ted Kozinski, 9/11, and the now-evident lack of need for things to move that quickly, those days are over. Now the FAA is constantly changing the system to keep bad people at bay; not to mention the dispirited service at many airlines. At least expect your package to be opened for careful inspection, and have a plan B if it gets bumped. If you work at a large, established entity use your in-house shipping department; their expertise and reputation can smooth the way. Many express companies can handle the brokerage of NFO - Pilot Air ( http://www.pilotair.com 800-273-2727) is one of the best. If your local courier company has experience with airport work, that's another great place to turn. But with the cost (minimum $200) and high chance of disappointment (some flights have over a 50% cancellation rate) why not consider the following:

AirNet ( http://www.airnet.com/Operations/operationsFrame.htm ) offers a unique late-night network of small planes that converge in Ohio to offer an after hours alternative to the big overnight companies and airlines. If you miss Fedex and you're in a big city, try AirNet next. Also - Airnet typically delivers earlier in destination cities.

On-board courier - put someone on a commercial flight with the package. Local courier companies are typically thrilled to get these jobs; expect to be charged more if you have them book the courier's ticket . Instead do it yourself to save, be sure of the flight, and have the option to switch couriers.

Greyhound ( http://www.shipgreyhound.com ), and some other buslines offer a package service (when UPS was on strike a few years ago Greyhound ran buses filled only with packages to keep up with the flow they got). It's cheap but usually a couple/few hours slower than driving it yourself or by courier. One benefit - bus terminals are always a lot closer to downtown than airports.

FedEx, UPS, DHL - If you can wait for delivery till tomorrow morning you'll save a ton off same day cross country rates. Most big markets have early AM delivery options (for substantially more money), and the dependability is unbeatable (at least with FedEx). Plus you can stay up and track your package's progress on the web.

(Money less of an object?) Air Charter - http://www.aircharterserviceusa.com/urgent_cargo_charter.htm is one broker; http://www.rsvpair.com/ is a directory of charter operators. And FedEx has a charter division with tons of in-house expertise. Get ready to pay hundreds (small plane) to thousands (jet) of dollars (per hour) for your own plane. One benefit - smaller planes can land at about five thousand small airports versus the 440-or-so commercial airports.

And then across town using:

Couriers - There are about four thousand Courier, Delivery, and Messenger companies in the US, almost all of which will do deliveries for anyone who calls. In any midsize to major city there are companies listed under courier in the yellow pages (pay attention to the ads - some "couriers" and "messenger" companies exist only to run to state motor vehicle departments), and you can use the "courier-finder" at an industry association web site - http://www.mcaa.com . Courier pricing is usually cheaper than you would think in town and more expensive than you would hope for the suburbs - purely a function of cost and efficiency. A good courier company earns its fee by being your local expert - your agent in the field.

Taxi companies in most places also happily do package deliveries, although they are rarely set up to call back with signatures or navigate offices or other hurdles couriers routinely leap. Still, in a small town or off hours in a midsize town they may be the only option. If you're trying to find a taxi in a remote city, start with the local airport's web site - they mostly all have them and they mostly all list ground transportation providers. Taxis will often need to be paid in cash; typically brokers will enclose an envelope with the money and any delivery instructions. Pricing is usually based on passenger rates, and delivery is almost always direct (as opposed to couriers which often aggregate deliveries). In very remote places shippers/consignees must pickup/deliver themselves and they already know it because they live there.

And a few general shipping tips...

- Combine packages going to the same place - you get charged for each piece. Couriers that do a lot of airport deliveries typically have a tape gun in the truck to strap pieces together.

- Use the smallest box/outer container possible to save on "dimensional weight" charges

- Put something inside the package with your contact information if the shipping label gets ripped off.

- For delicate or precious items choose the fastest method you can afford - time in the delivery system is exposure to loss. And packages that move by airplane in containers usually have an easier time than packages loose loaded in truck trailers.