While I think everyone has stories about improper deliveries, I believe those are anecdotal and not representative of the average hardware delivery.
I order parts almost monthly, and more often than not from people on forums (i.e. not retailers) and haven't had any issues from any single purchase. If anything, most individual sellers pack better than retailers, but on average you'll be fine. Retail-boxed components are packaged to be shipped (since they have to travel from the factory to the retailers to the consumer).