I've always thought UPS was more concerned with the big customers who do lots of shipping, and not so concerned with keeping the little guy waiting for the package happy. UPS just sort of shows up when it shows up.

I've had similar problems with Airborne failing to deliver overnight packages on time, (although since they have merged with DHL it seems like they're trying harder).

On the other hand I've had 20 years of GREAT service from Fedex, both as a shipping customer for my small business and also on the receiving end. They're the best in my book.