Dont be swayed by online ordering. Most likely, either the postman still has it in his/her truck and will deliver it, OR, more likely, it was delivered to a nieghbor accidentaly, and it will get sorted out.
If you know what time the mail is delivered each day, you could wait for good old mr postman. I often do that when Im waiting on something.
Ive got three main hobbies, and now vaping. My number 1 hobby is espresso. Im a huge coffeegeek, and between coffee and equipment, I am always ordering online. Speciality coffee hasn't gone mainstream yet, so unless you're in a big city, there is no where but online to get equipment or coffee. Ive been ordering, on a weekly basis, coffee and equipment online, for over four years. every now and then, there can be a mishap. after being a coffeegeek, Im a PC nerd. I build custom PCs purely for the point of building them. Ive build three rigs this year alone, just because I wanted to try a new piece of hardware. ALL of that stuff, comes from online. Some of the custom stuff, from tiny vendors or even one man forum sales. And third, Im a bit of a gearhead. Ive got an Audi B5S4 which Ive been slowly building for the past two years. Also, I order everything online.
Honestly, I Prefer to shop online, for anything. You can almost never get "the good stuff" in a store. Enthusiast grade, hobbiest grade, whatever you want to call it, is never sold in stores.. or, very rarely it is.
If your using USPS, talk to your postman. Let them know where they can leave larger than mailbox packages. I put in a HUGE mondo sized mailbox. the large priority mail box can fit inside. That way, if its delicate PC parts, or anything really, it wont get wet sitting on my doorstep.
Its 2013, online ordering is part of the world. Id encourage you to give it another shot, dont let one mishap spoil your experience.