Surprisingly, I've gotten pretty good service out of FedEx. Nothing has been damaged at all.

It's DHL that I've had problems with. We sent a casing which was made out of 5mm steel and was very well packaged as well. Somehow they managed to bend and dent the casing without destroying the outer packaging. Luckily DHL paid up as it was insured. Even the guy that came out to check the damage for the insurance claim was impressed.