Depends on where you live - for us we have found Fedex to be cheapest.
We've shipped packages down - at home you can shop around easily for a good price. Fedex/usps/ups have shipping calculators online.
For shipping from WDW to home - a couple of choices. The cheapest/easiest we've found is the Fedex office on Apopka-Vinland Rd. over by Steak n Shake. If you have a car its a really easy drive off property - just a couple of blocks. Save up all your souvies and ship everything home at the end of your trip. Alternatively, the Contemporary and Coronado have 'business centers' and they can ship packages for you, both Fedex and UPS. We found them to be a little bit more expensive for some reason, but not unreasonable.
Overall it was cheaper than shipping at the time of purchase.. I think the way that works is based on total amount spent, and not size/weight of package.
Good luck!
--heather