I am now getting tracking numbers, even for parcel post. I don't get the insurance with it, however.
I always use the sono tubes. I got tired of having the guy on the other end complain about barrels or bolt handles sticking out the sides. generally, the 6" tubing is big enough for most guns, and the 8" will do the rest. I cut 1/2" plywood for the ends, and staple them on. Once one end is stapled on, stand up the tube and slip the padded gun into it. Add a bit more dunnage, and then snug the other end cap into place, until it holds the gun. Staple it, and then cut off the excess cardboard tube. A bit of tape so nobody gets a sliver, then you can tape the heck out of an adress lable. More parcels get lost because of lables that fall off than anything else, so you can also felt marker the adress onto the tube.
The tubing runs about $3 a gun, and there is a bit of time spent cutting the scrap plywood, but I have yet to have one of these get lost in the system, which is more than I can say about boxes.