...unless you're in Germany, or at least my bit of Germany.
Here, DHL reliably deliver packages from the other end of Germany, overnight. The regular delivery guy knows where I work and knows that he can deliver packages addressed to home to my office. They deliver on Saturdays. (In the run up to Christmas, also on Sundays.)
If they fail to deliver for some reason, I can pick up the package from the post office, 5 minutes away, or call them to arrange another delivery attempt.
If I were in a larger town (I'm in a small village), there'd also be the option of getting things delivered to a DHL Packstation - this is a series of package-sized lockers. Upon delivery failure, they leave a card with a barcode. You then turn up at the Packstation with the card, it scans the barcode and opens the door of the appropriate locker, allowing you to retrieve your package, 24/7. If you have a (free) Packstation account, you can get all your packages sent there and can also use it to send packages.
GLS: uses one-man franchisees. Longer delivery times, only one delivery attempt, collection point is at the franchisee's house in the back of beyond. Item liable to have been thrown in the back of the franchisee's 10-year-old car.
Hermes: See GLS, although with more emphasis on the long delivery times. I think they might attempt delivery more than once.
UPS: Quick, multiple attempts, but not easily available on the sender side to private customers. Pickup points in the case of failed delivery not as widely distributed.
DPD: Franchisees, but better fitted out than Hermes or GLS. Not quite as good as DHL on delivery times.
FedEx: Basically non-existent.
Of the delivery services available here, DHL are easily the best.
(I have no interest of any kind in DHL, this is purely a report of my experiences with them and other package services at a variety of locations in Nord-Rhein-Westfalen.)