Ship each rim in its own package, it will come out much cheaper that way. I shipped a set of rims packaging two rims in each box, and each box weighed 130lb, and cost me $200 to ship...
If the rims have tires mounted on them already then they're not going to fit into the boxes the wheels originally came in.
When I bought the first set of 17s for my Prizm I bought a complete set of wheels/tires with the tires premounted.
DiscountTireDirect simply made (or already had ~ doesn't matter) round pieces of cardboard the same diameter as the tires. One each was placed on each side of the tire to cover the wheels to prevent scratching or whatever in transit (cardboard was secured with that plastic packing straps you see on some boxes that clamps/glues to itself ~ I dunno what hte stuff is called or how to accurately describe it...I just know what it is) and sent out that way.
Each wheel/tire was considered its own package according to UPS tracking info.