You in the US?

First off, you must buy shipping and print your own label. I use a dymo label printer with 99019 labels (the 2x7 ones). This doesn't use ink, which is expensive.

If it is a book or media (DVD, CD) you can ship cheap using USPS media mail.

Anything under 16 ounces is first class (so $5 or less). Buy some polymailers or bubble mailers in bulk.

If it is over 16 ounces, you need to use the USPS resources as best you can.

You need to use USPS flat rate envelopes (both regular and legal), USPS padded flat rate envelopes, and region A and B boxes. As well as flat-rate medium size boxes.

If it is large, then FEDEX is probably the way to go. eBay has special FEDEX rates.

Nothing much to it really.