I also have heard the Greyhound shipping point-to-point is an alternative. I have not used them but would certainly investigate.
Greyhound did open up a more "Fedex/UPS like" service a couple years ago to where you have the option of dropping off/picking up at a station, home pickup/dropoff, or a combo of that. If you live near a station it's much cheaper to take them directly there and pickup. Also there's not really a tracking system and they tried their hardest to lose a set of slicks I bought through KohR but after numerous calls with the local depot we were able to find them. I, of course, had to go pickup despite paying for home delivery :/ Overall though it's a nice budget option.