If you're shopping online, have your gifts shipped directly to the recipients. Many online vendors offer free shipping on at least some popular items. You may have to pay for gift wrapping, but most companies will let you include a free gift message and will provide gift receipts that don't show the price in case the giftee wants an exchange.
If you're relying on standard shipping policies to figure out delivery times, check the fine print for what a specific retailer's shipping times really mean. Often, you need to add a day or two for order processing. For example, Buy.com's say you should tack on an additional five days for products purchased using Google Checkout.