Midway ships in plain brown cardboard that says "Midway USA" on it, unless you're buying something large (like the other poster's tumbler) that would be shipped in the original packaging.
You can have the post office hold your packages, if you're that concerned about it. Or you could call Midway after you place the order and request they ship discreetly - I bet they wouldn't have any problem with your request.
Related story: I have a UPS store box, very happy with the service and the guys who run the store. One day I stop by to pick up a box of bullets that had arrived (I think it was 3k 147 grainers packed into a one-rate box; pretty damn heavy). As I'm signing for it, the guy says to me, "Okay, don't feel like you have to answer, but I've gotta ask - what's in this thing???" Without batting an eye I said, "Bout 3000 bullets." His jaw drops, as does the package - right out of his hands and onto his foot. It was classic!