Thank goodness I live in Australia and buy most of my stuff from the UK and China.
Australia Post provides by far the best courier service locally. Usually I don't insure and they have never lost anything of mine, ever. The UK postal service seems just as good - between them they can sometimes ship from England to the other side of the planet in under a week.
I recently bought four cheap items from Temu (China) and got an emailed photo of the delivery, which was left under a mailbox I did not recognise. Turned out it was a few doors away, and the mailbox owner kindly placed it at the right address. The package was torn, and a part of one item had fallen out. Another was missing a USB cable, and the third did not magnify as described. I started down the reorder process but was quickly directed to a refund where I got my money credited almost immediately, with no need to returns the goods.
I always use PayPal if I can. I ordered an amplifier upgrade kit from Europe and it arrived missing RCA connectors. Rather than pop some in the mail, the supplier arced up, I bought very expensive RCA connectors locally and PayPal sided with me.
Australian Banks are very good at handling disputed transactions - they quarantine the debt immediately.
Then there's Amazon (US shipments!). - the only people to have completely and permanently lost a tracked package in one of their transit depots!