Shipping out of country.

In Brazil it's very simple. They find out value and it doesn't match declared -- the item repossessed and will never reach customer.
If you're sending some small stuff like watch or CD it's fine. For components and speakers watch out.

I have used either FEDEX or DHL or USPS to ship outside of the country. Costs vary widely. The issue of import duty is not trivial. Once when returning an item to a manufacturer for repair, I had to pay for import duty - even though I stated in the shipping documents that it was made in that country and that it would be shipped back to me afterwards.

I've had nothing but success using USPS, insurred and make sure there's a tracking number.

I have and have not had any issues Europe, England & Austrailia.

I have shipped expensive gear to Vietnam, Norway and Germany without any problem. Also bought speakers from Singapore with delivery to my house in the U.S. in four days. 
As always, whether in the U.S. or elsewhere, know the seller or the buyer through their feedback or through direct contact. It's a big world.