That sucks, but every one of the shipping companies have similar issues. I, too, get everything shipped to my work address and have never had an issue.
We ship 5-6,000 small packages a year and had been a UPS customer for about 10 years. FedEx came in and made all kinds of offers and promises and enough of a savings over UPS that we switched (they even got me tickets to Patriots events, stadium tours and autograph sessions). It only took them a year before they managed to screw up and lose so many shipments that we switched back to UPS. I don't think we ever received compensation for packages that we insured that were damaged by FedEx. Every claim was rejected on a technicality.
Bottom line is they all have their problems.
Edit-Oops, sorry G!