Internet Auctions like Ebay
I have some issues with insurance. Of the hundreds of packages we have received we have only filed three claims. Due to fraud problems, the procedure is difficult and takes a lot of time. It doesn't help that some sellers seem to treat an unwillingness to buy insurance as a reason to do a lousy job of packing. So you find yourself at the Post Office trying to make a claim for something you would have been embarassed to ship yourself.
I have heard good things about private insurance via U-Pic but have not yet had a chance to try it for myself.