Wel, for starters I just have a huge problem with their policy that handguns must go by next day air. Seems like a policy more designed to discourage a shipping guns by UPS than for safety. But then again its their business, so they can do what they want. Heck I'm just a customer...well, WAS a customer.
Second they broke a box full of AM180 drums on me. It took nearly 6 months, an endless string of phone calls, and threats of litigation to get them to pay on their insurance for the package.
Finally, last year they lost $5500 full-auto AK47 on me. They sent it to the local hub, lost it for two days, and then without attempting any sort of delivery, they sent it back to the sender. Yeah, my client eventually got it, but for two days we were pretty worried.
Do I use UPS? When I have to, but usually I'll go by US mail.