Most things I recieve come Global priority, to Canada.
The cost doesn't vary much when using an envelope and stamps, I don't think the cost is much different to ship within the US as it is to Canada.
Tracking can be a bit slow, I have seen items that say the parcel got to US customs and sits there, meanwhile, the package is on the recievers kitchen table.
I have never lost an incoming or outgoing item in my transactions to the US, I have shipped and recieved using every available technique.
However, when sending out of the US the parcel is subject to more fees from customs, most vendors (those who sell) will project a smaller value to the package, this helps deter thieves as well as the greedy government. Lowering the declared value does not affect any possible insurance claimes due to loss.