As Toby said, it all depends.
If using standard shipping and the item is small such as a watch or a phone case, it will usually go into the mailbox.
If it's an expedited service, then probably to your door.
As far as bigger items go, I live in the suburbs, so I have a community mailbox. If the item is too big for my personal mail slot, it goes in this bigger mail slot. The mailman/woman would leave the key to it in my mail slot and I return it after I am done with it.
Assuming that you live in a house and that your item is supposed to be delivered to your door and you're not home, most services will leave it at the nearest postal office. You go there to get your package and must bring some legit form of identification on you to pick it up. Sometimes they just try again the next day or later in the day. UPS tends to just leave it at the door either way. Half of the time UPS doesn't even ring the door bell and just leaves it there.
