I don't know that it matters which way you're going but the only two rules of thumb I know are:
1) It is generally less expensive to ship to a commercial address. I don't know if that means it is a business that is constantly receiving shipped stuff or if just any commercial address will do.
2) It is less expensive to deal directly with the shipper (DHL, FedEx, etc.) than an agent. The agent will take a cut and I think it can be huge.
I shipped four shocks to Protech in England. I used a shipping agent (store front that accepts packages for several shippers) because they are very close to me. It cost me about the original cost of the shocks just to ship them. I suspect they took a very large cut of the cost. I should have gone a bit further away and dealt directly with DHL.
One time I was having a wheel repaired at a shop in another state. When they were done, they asked me if I had a commercial address they could send it to so as to save me money. I don't know how much I saved but it's something I've heard more than once. A car shop near me is kind enough to accept packages for me if I think it will be cheaper to have them sent to them.
If someone has more detailed information on the intricacies of shipping charges, I hope they will shed some more light on the topic!