You could also use drop box services like Parcel Motel and maintain a degree of anonymity through it. Depending on how well you set it up, the only real chance of being caught is if the package was found in transit and the authorities decided to essentially set up a sting on the drop box and wait for you to collect it.

However, for recreational consumer use, you're talking quantities that absolutely could not justify such an operation. The value in such an operation through a traditional drug dealing network would be that the person caught could serve up information on who they got it from. When you're talking about buying drugs anonymously online, none of that information will be available.