Only times I had packages go "poof, lost in thin air" was with FedEx. I don't use them from my end and always request alternative carriers from the other end when possible.

DHL is another one I've had herky-jerky delivery issues with, but the stuff always arrived in the end. Don't care much for them either.

"You can lead a man to logic, but you cannot make him think." Joe Harz
"Always certain, often right." Keith McCafferty