If you've done it who do you use, and how much does it normally cost?

First off, I am going to make the assumption that you are shipping to an FFL holder.  If not you can not legally ship them, unless you are shipping to yourself.  With that being said...

If you are a non FFL you can send long guns through the USPS.  I use priority mail.  Just make sure you get insurance.  The Delivery Confirmation is worthless, IMHO as it only shows when a package has arrived, nothing along the way.
For rates you can go to usps.com and clinck on calculate postage.

If you are an FFL holder you can mail handguns.  Enough said.

You will have to fill paperwork out at the post office.  Simply tell them you have an unloaded firearm that you need to ship to an FFL holder.  It doesn't hurt to have a copy of the FFL with you, but I don't believe that it is required.

FEDEX/UPS/DHL have all become a real pain in the ass to deal with when it comes to firearms.  I have found that the policies vary from office to office.  The retail store (formerly Mail Boxes etc and Kinkos, now UPS Store/FEDEX Store) will not accept firearms of any kind.  You must go to the actual UPS site or FEDEX site.  IF they will ship, they will most likely require that you ship it overnight express (most expensive service)  They will require that you have an FFL in hand, either yours or the one the gun is going to.  They very well may demand to inspect the gun to ensure that it is unloaded.  Again this is all based on the premise that you are dealing with one of the sites that will take a firearm from a non-FFL holder, it varies from location to location.

What are you sending?

Yes it is going to an FFL.  I am shipping the MAK-90 I had for sale on the EE.  Figured I would ask before the FFL and MO arrived so I could ship it ASAP.

If you are 3000% sure it is going to an FFL, you can just send it without a hard copy. (Manufacture,gunsmith)  Faxes are avalible nowdays, but not 100% foolproof.

USPS allows Rifles, MG..etc . Handgun are FFL to FFL only.

Private Courier have an overnight policy for handguns. Rifles are ok too.

I ship out of the Geist (Fairbanks) PO all the time and never have a problem. I take the FFL with just in case however.  

Damn that was fast, he sent the FFL Fedex from Scotsdale AZ to Fairbanks AK in 22hrs.  That has to be a record or something, it even made a stop in Memphis!

I used Steve at AK guns and ammo for handguns. He charges 40 for the first and 20 for the rest and picks up the shipping. Pricey, but he was good to me for some other purchases and made it easy and totally legal.  Down Under charged 15 bucks I think, some of my friends at work used them without issue.

If you are shipping to an FFL you can use Fed Ex and ship yourself.  If its long guns you can ship to yourself or an FFL via the good ol post office.  The gals at the Geist PO always liked talking guns I know at least two have CCW licenses....

So if I have a handgun @ my fathers house in Vegas and I live in Hawaii... I can just have the gun shiped to myself? or does it have to go to a ffl.
I called HPD and all they said was if i brought in a handgun from out of state that I had 3 days to register it with no 14 day wait and no background check.
If so what shipper should i use.
TIA.

It shouldnt matter as long as the return and forwarding addresses are the same.  I would use USPS registered mail, I believe that is the one with the red tag that they have to sign for everytime it switches hands on its way to you.

Quoted: So if I have a handgun @ my fathers house in Vegas and I live in Hawaii... I can just have the gun shiped to myself? or does it have to go to a ffl. I called HPD and all they said was if i brought in a handgun from out of state that I had 3 days to register it with no 14 day wait and no background check. If so what shipper should i use. TIA.

Legally
You must ship it to yourself.  Your father could not ship it on your behalf.
If it is a handgun it will have to go through UPS/FEDEX and they require that it be shipped to an FFL (You must have FFL in hand, either yours or the one is is addressed to)

I wonder if youll have to get a purchase permit also since it is technically switching hands, the FFL may hold it until you get your permit to acquire.