Actually, you CAN ship a handgun by common or contract carrier, to a person in your own state. Just not USPS. Here is the direct quote from the ATF's FAQ on the subject.
Q: May a nonlicensee ship a firearm by common or contract carrier?
A nonlicensee may ship a firearm by a common or contract carrier to a resident of his or her own State or to a licensee in any State. A common or contract carrier must be used to ship a handgun. In addition, Federal law requires that the carrier be notified that the shipment contains a firearm and prohibits common or contract carriers from requiring or causing any label to be placed on any package indicating that it contains a firearm.
[18 U.S.C. 922(a)(2)(A), 922(a) (3), 922(a)(5) and 922(e), 27 CFR 478.31 and 478.30]
http://www.atf.gov/firearms/faq/unlicensed-persons.html#gca-unlicensed-transfer [/quote]
Please don't read this FAC as being OK to ship a handgun to an individual. The question on this FAC was if a non FFL could ship a gun common carrier which was answered. But if you are shipping a handgun it MUST go to an FFL. The answer and law is very clear. If I get time next week I will post the rule from the office.
Also just for general info an idividual can also ship a gun for repair directly back to a manufacturer or authorized service center, but the gun cannot be shipped directly back to the individual it has to go through an FFL upon return.