I'd recommend using USPS. They have everything there literally laid out for you. All the envelopes and all the slips and stamps you need. And it's free (except the stamp of course).

Just go to your local post office, pick up a Priority Mail or Express Mail envelope. Fill out the appropriate address slip. Take it to the teller, and they'll do the rest for ya. And make sure you have the correct address (if you're using Express Mail or something like UPS/FedEx, it's not the P.O. box address I believe).