I wait, but I employ other people in my waiting. If you go to USPS.com and put in the tracking number, you can request status updates by email. When the package is delivered, you will get an email, although it may be two hours later. Some days I check the mail and it's not there. I go back a couple of hours later and it is, even though the mail was delivered earlier. I guess they have different people delivering packages from USPS.
One night, around 11:00, I was watching TV, disappointed that my Ego hadn't shown up that day as I expected, and checked my email on the Droid. It said my package was delivered at 2:34 pm. I got up, walked out to the mailbox, and sure enough, there it was!
I got to sleep late that night.