That works a bit like ebay. You list what you want to send, and couriers bid for the work. Basically filling empty space on their vans. Some will be proper couriers, others your classic 'man with a van'. Obviously you'll need to check on the limits of insurance cover.
Forgot about that one. Used then last year to ship a 12 string acoustic up to Scotland.
Similar set-up as parcelmonkey. It'll actually be a City Link/UPS/Interlink etc delivery, but you get a better price than going direct as a one off order.
Key to it all is packing it well. I work in the logistics industry and I've seen inside a lot of these parcel despatch centres. You need to make sure whatever you're sending will be happy being chucked about and sliding down a few chutes. 'Handle with care' labels are pointless, the only thing that matters is decent packing (and making sure the insurance covers the value).
Ill second that one, I have used them on a number of occasions. Usually it is City Link who come and pick up the parcel and deliver it but I have had no problems and less than a tenner for 24 hr delivery.