Couldn’t you just FedEx it to yourself at your destination?
As I understand it, shipping firearms must be done through a firearms dealer, shipped to a firearms dealer at or near your destination.
No, that’s actually illegal (states vary in laws, but there are also Federal laws). In order to do so, you must transfer it through a Federal Firearms Licensee (FFL)— a gun store.
Seems to be some confusion so I went to the ATF website.
A non licensee (you) may ship a firearm by a common or contract carrier to a resident of his or her own state or to a licensee (dealer) in any state.
A person may ship a firearm to him or herself in care of another person in the state where he or she intends to hunt or engage in any other lawful activity.
You can not ship a handgun using USPS.
Different states, of course, tack on their own little rules.