Here’s a disclaimer: this is a long post, but I hope it can be of service to some younger users out there. I wish I had known about these options way back when…. Anyways, on with the post:
A few years ago when I was living at home, my mother intercepted (and opened) my first AD shipment. She was pretty shocked to discover that I had spent over $200 of my scholarship money on “sexual internet products”. First there was anger, then mockery, then theft. Apparently she liked my IS the best 
All in all it was a pretty embarrassing and unfortunate situation. Fast forward a couple years and the same types of situations were reoccurring with nosy girlfriends and roommates. It turns out that all of this could have been avoided. Recently I discovered what could easily be the discrete user’s best friend – general delivery service.
If you are using USPS, simply write “GENERAL DELIVERY” followed by the name and zip code of the post office you wish to pick it up at. For example, the address line would read: “GENERAL DELIVERY – OLD CHELSEA STATION (10011)”. For FedEx, they offer a similar pick up service but it costs typically around $2 and arrangements must be made in advance with the specific office. Since AD offers some slick deals for free FedEx shipping, $2 is not bad for fast shipping that includes an “embarrassment protection fee” if you will. Their recommended address would be something like “FOR PICK UP – in care of FedEx Office 239 Seventh Ave, New York, NY 10013”.
Unlike corporate-owned FedEx locations, UPS is franchised, and as a result there is no company-wide policy on pick-up. Some UPS stores actually offer it for free but others charge over $20 for this service. Due to problems with drug trafficking, some locations outright refuse pick-up service or view younger pick-up customers with great suspicion. It is best to call your local store and find out for yourself.
Although private postal companies are obviously not integrated into the US postal service, the quick, easy, and free USPS general delivery is still an option in my area at least (even though FedEx and UPS would probably discourage this). According to the manager of my local USPS station, UPS and FedEx employees deliver packages directly to the store all the time, but typically not for general delivery. However, at my smaller local station it is possible to make arrangements to simply list the address and zip code and have the package be held for me at no charge. Other busier offices that are willing to lend a hand to their customers might have you also write “in care of [manager’s name]”. Call to find out, or better yet go in and meet the manager if this sounds like a good option for you.
It helps if you stress the fact that you wanted public delivery in the first place but were only offered FedEx or UPS. There is always a chance that you could encounter a FedEx or UPS version of Dwight Schrute who might grow suspect and do something crazy, but I haven’t had any problems with this method in the past. And if this is too risky for you or too much of a hassle, all FedEx locations should also accept packages from any other carriers for the same $2 fee. I would probably just go with this option if I lived anywhere else, but in my area the post office is ten times closer than the nearest FedEx office.
So bottom line, there are many options open to you that don’t involve your relatives stealing your bottles, your friends discovering the secrets to your game, or your girlfriend realizing why she really went out you. So be smart and if you have any concerns like I do, go for general delivery or pick-up!