Shipping within the US, I most often use Priority Mail, insured, with delivery confirmation. The real trick is to utilize a packaging method that will keep the knife/knives safe. For my EBKs, a small priority mailing box is the answer. For most every other knife, they get "tight packed" inside a 4" piece of PVC pipe.
Sounds like your mostly looking for information concerning international shipping.....that's where things get "sticky". Not only do you have to worry about customs, tariffs, etc., but for most shipping methods, once a package crosses international boundaries, insurance and tracking become null and void.
When shipping internationally, I try to CLEARLY make the client aware of the issues that could arise. This includes making the client aware that ALL responsibility lies with them. Tracking will not work, and insurance will not pay in most cases concerning international shipping. I suppose I should clarify, that you CAN get insurance/tracking to work internationally, but most clients are not willing to pay the costs. I once shipped a high end bowie to England via Fed-X......by the time the shipping, insurance, and tracking were totaled, it came to just under $400...just for shipping.
After several international clients freaked out at quoted shipping costs, I have chosen to use USPS Priority Mail International. The client assumes all responsibility if the package it lost, damaged, stolen, or confiscated by customs. The client is also responsible for any tariffs, taxes, or other costs associated with the package. Now, you're going to have people ask you to call the contents a lot of different things on a customs form, and they are also going to ask you to "mark the value at $XX". What you do there is up to you, but in the US, it is a federal crime to lie on a customs form.....take that for what it's worth. It's really difficult to fill out a customs form as a "camp tool", list the contents value at $20, then insure the package for $500.....red flags everywhere.