I've done this with both FedEx and UPS.

For UPS, get the exact address of the main UPS near you. Call them to get the correct one. If you look it up online, you'll see a lot of listings, but packages can only be held at a main hub. Give this address to the shipper and ask them to write 'Hold at Hub for Pick-Up' on your package. Bring the tracking number and a picture ID with you to pick it up.

FedEx is the same - the shipper needs to write 'Hold at Hub for Pick Up' next to your name. Also make sure they put your phone # on it, not the hub phone #.

Both UPS and FedEx will call you to let you know when the package has arrived. You can usually pick it up as soon as the hub opens.

There are many advantages to this:

1. If you're not at home during the day, you won't miss your delivery.

2. A more discreet way to get your medication if this is an issue. Avoid nosy co-workers/roommates/spouse.

3. You can pick it up early in the morning (when the hub opens - most by 8AM) and just pay for standard overnight. You can avoid paying for priority overnight.