Just shipped a couple bottles via UPS a week ago. No problems at all. I think it helps that DnVsMom ships a lot of work stuff out of the UPS store, so they didn't even ask me anything....

Here is what Fedex says:

Alcoholic Beverages

Only licensed entities may ship alcohol of any type with FedEx. For more information, go to fedex.com/us/wine. Consumers may not ship alcohol.


Licensee to Licensee. FedEx will accept alcohol shipments (beer, wine and spirits) when both the shipper and recipient are either licensed wholesalers, licensed dealers, licensed distributors, licensed manufacturers or licensed importers, subject to additional requirements and all applicable laws and regulations. Contact your FedEx account executive for complete details.

Licensee to Consumer. FedEx will accept wine shipments from licensed entities directly to consumers, subject to additional requirements and all applicable laws and regulations. Contact your FedEx account executive for complete details. Shipments of beer or spirits to consumers are prohibited.

So I guess it depends on whether you want to know "the rules" or "how to get it done". The rules are pretty specific, but to get it done just ship from work, and label it juice, or glassware, something generic. I have heard it works well, wink wink.