Can be annoying when you receive a message from some courier company you have never heard of, and has not been mentioned by the seller. In my experience you can usually work out what it must be, or if in doubt a quick call to the seller may resolve it. I try to get most stuff via Royal Mail, simply because we know the postman and he knows where to leave stuff if we are not in and it won't fit through the letterbox, and we get something most days. The amount of stuff the wife and kids order from Next their delivery woman might as well be in the electoral roll at our house
As others have said Amazon seem to operate a dump it and run policy, usually on the front door step where it is plain for all to see. I wonder how many of these do get nicked.