Over here in Germany we have solved that problem with the Packstation. They're everywhere and you can just go there and fetch your packets whenever you want: http://en.wikipedia.org/wiki/Packstation
And there's no additional fee and I think sending a packet using them is cheaper than doing it the traditional way.
Australia Post is currently doing this with Parcel Lockers, but they're degrading the service to a point where it's less useful (no courier deliveries, limited international deliveries, no paid option, no API to access pending packages)
Amazon has been testing Amazon Locker for this, which is similar. The problems with both services are: 1) limited to boxes of the appropriate size (from the pictures of the Packstation, maybe 10-20% of my Amazon orders would not fit) and 2) You still have to go get it.
Going to go get it may not seem like a big deal. But, if you're, say, walking home with a 2 year old, or it's pouring rain and you don't have a car (I don't here in NYC), or any number of other reasons, actual home delivery can be a really nice thing to have.
I've wanted this so badly for so long. Why am I paying such inflated costs for last-mile delivery when it's magnitudes more convenient to just pick up my package at a nearby depot on my way home from work?
I've always wanted online retailers to just allow me to ship to a local affiliate for the same or less cost, and notify me when it's ready to pick up. This takes it a step further.
And there's no additional fee and I think sending a packet using them is cheaper than doing it the traditional way.