Think it can depend on where you live, but for me if I need to pick something up, the locations are as follows.
USPS - local Canada Post Office
Fedex - middle of nowhere by airport (one of them side streets almost)
Purolator - on top of the hill by Deerfoot Mall
UPS - Near 32nd Ave between Edmonton Trail and McCall Lake Golf Course
If they leave a ticket, call them just to be sure where they've left your package for delivery.
If they let you, I find it easier to have things delivered to my office.
Someday we may need to activate the halo structure off Deerfoot and destroy the North East.