I can only speak about my experiences of having stuff sent from the US to Sweden, where I live. The cheapest way is usually to have it shipped via USPS small packet. The USPS Global Priority Mail flat-rate envelopes are also good alternatives, if what you want can fit in them. They arrive fast and are very decently priced. Both Global Priority Mail and small packets are sent directly to the Swedish postal service and if it gets caught up in customs I have to pay a handling fee to the postal service, in addition to the taxes and customs, which isn't very nice.
A USPS parcel that is sent from America to Sweden takes longer time, because it first goes the logistics company Schenker in Germany and they also charge a much higher customs handling fee than Swedish Postal. And they want customs and taxes for everything; I read about a woman in Sweden who was sent a cheesecake as a gift every Christmas from America and Schenker charged her like $20-$30 for it!
FedEx also charge high customs handling fees, similar to Schenker. I have no experience with UPS from America.
So, I'd say go for USPS Global Priority Mail or USPS small packet whenever possible. If you need insurance, I think USPS airmail parcel is the only option.
/Martin
