We have done both. I liked shipping better in that it was easier to pack and we didn't have to handle it at all. It cost me about $10 for a box that weighed about 35 lbs. on FedEX (in 2003). I dropped it off at FedEx on Monday (I had checked on their website earlier to see how much time it would take to get their via Ground), tracked it on the computer and it arrived at the resort on Thursday. When we arrived on Friday, I just called from the room and within 15 min. someone brought it over for us. We did not ship any drinks as they are so heavy it probably would have cost about 3 times as much. That is why this last trip I decided to pack up a suitcase of food, plus I spread around drinks (sealed in plastic bacgs incase of breakage) amidst our clothes-filled suitcases, to help distribute the weight and pad the drinks. It was just more work for me packing it up in our suitcases and I worried over breakage and the airlines getting into it in a security check. All went well though, and then we had an extra suitcase for bringing back our souveniers, etc.