These services are a little different everywhere. Here's an idea of what they're like in the Dallas, Texas region.
UPS - Sometimes delivers to wrong address. Often refuses to leave packages with landlord. Sometimes damages packages--actually ran over one of them.
FedEx Gound - Loses packages within their system. Refuses to deliver packages that are sitting at a depot. Depot hours are limited. Using FedEx Ground is the most expensive in terms of how many hours I have to be on the phone in order to get a simple package.
USPS - Usually on time, occasionally a day or so late. Has trouble deciding whether to leave a package in a mailbox lockbox, with my landlord or at the post office. So, although the packages are on time, it's sometimes a mystery which location it was left at and this costs me a little time. Usually a note is left on my door or in my mailbox but not always. Seriously damaged packages are rare but occasionally boxes are a little beat-up looking. Prices are reasonable but FedEx and Overnight are preferred on faster rates. USPS is much, much preferred to FedEx Ground and UPS in all cases.
FedEx - Almost always on time. Never damaged, never lost. Sometimes inconvenient to ship with, always expensive.
Overnight - Same level of service as FedEx, a little more expensive. Sometimes leaves packages on my doorstep without getting a signature--a little worisome with regard to theft.