I mean, BIG things. Not your 40lb sub, unless you live in a high volume area.
I have a close friend of the family who drives cross country shipping. If you have something you need shipped, he could put it in his enclosed trailer and bring it to you. Very professional. He'll do bikes, cars, jet skis(dimensions permitting), or very large enclosures. Granted, fuel is not free and neither is time. However, since he's a friend of mine, I can probably save you some money on shipping. Especially if it's on his way to pick up/drop another load.
For example: 12cuft enclosure that could cost maybe $200 or more to ship
You live it Dallas
He happens to drop off a load in Houston
He'll come to Dallas and charge $100-150 for time and fuel before he heads back
You save $50-100 for your precious
Just an example.
Downside: He does alot of shipments, but he's not FedEx. So it probably wont work if you need your item in 3 days. For those of you who plan ahead, this is perfect though.
Also would be cool if we could get several of you at a time. May be able to save all around!