There's a significant difference between "mailing" and "shipping" when it comes to the law (a US perspective is all I can really offer). Because the mail is run by the government, and violating their rules is actually violating the law, I don't use the USPS for sending anything remotely near the "gray area" around the rules.
When it comes to 3rd party shippers like FedEx, UPS and smaller companies, the stakes are much lower. When you ask FedEx to ship something, it's just a business transaction and contract. That's why, for all of the alcohol you can buy online (like buying from wineries), it's shipped by one of these carriers and usually requires an adult to sign for receipt.
That means that most of what you may be violating is company policy instead of law. As such, the penalties, while still potentially irritating (I sure wouldn't want to be prohibited from sending anything via FedEx again), they're not jail time. This is why a lot of homebrewers use FedEx or UPS to ship stuff around for competitions, etc. The general advice I've heard is to kind of play "don't ask, don't tell" with the shipper, saying you're shipping "live yeast cultures" or just plain not saying what you're shipping.
Of course, laws like "transporting alcohol across state lines" are still in play. If it'd be illegal to put the box in your car and drive it to your destination, it's probably illegal to ship it via FedEx too.
As far as physically protecting it, the main risk is to bottles colliding. When I've bought empty bottles, they're usually shipped in a box that has a grid of cardboard separating each bottle, plus each bottle is wrapped in a piece of brown paper about 3 layers thick.
The submission guidelines for competitions also usually include the requirement that the entire contents be inside a garbage bag that gets sealed at the top, so that your recipient is basically opening a box that has a garbage bag full of wrapped bottles inside it.