Typically you ship to some drop address (e.g., a house you know is empty, or somewhere where they'll leave the package somewhere easy to surveil and pick up). There was a DC-area mayor who had drugs shipped to him in this kind of scheme (he was uninvolved) and had his house shot up by a SWAT team as a result.

http://en.wikipedia.org/wiki/Berwyn_Heights,_Maryland_mayor'...