I never have any problems with UPS...FedEx around here is terrible though it seems... We get both Fedex and UPS shipments in at work, and the UPS boxes are all neat and crushed/damaged boxes are very far and few in between. FedEx, on the other hand, we had a few TV's come in and one of the box's corners was totally crushed, TV was bad. Not too long ago we had some tower pieces come in via FedEx truck...terrible condition. The boxes were all tore up; we had to go through and make sure all the parts were there one by one.
And, personal experience from FedEx...I got a freebie from Newegg, and it shipped via FedEx; fine, whatever. WHen it gets here, they ended up delivering it to the wrong house (luckily it was one of our neighbors we know well), and the box was crushed/flimsy.
DHL, I've only experienced once, and it wasn't the best either... Ordered my Antec 900 from Fry's and they shipped it via DHL. Ok, haven't dealt with DHL before so whatever as long as it gets here. It gets here. the box is fine and everything, but they left the box out on our porch when nobody was home, whilst it was sprinkling. Wasn't too impressed with that.
UPS on the other hand, around here, is fantastic. I know quite a few of the drivers around here, and they're pretty nice. None of my boxes from UPS have been damaged or anything. I give this as my rating: UPS > USPS > DHL > FedEx.