MattTheHat said:
Why ship it? Because it's more convenient that dealing with it at the airport.
You have obviously never flown with a firearm. Sign one declaration card at the airline counter that the gun is unloaded, maybe show the airline counter person the gun to verify it is unloaded if they ask you to, wait two minutes for TSA to XRAY your bag and that's it. Total extra time - maybe 15 minutes. Extra cost - none, if the gun is going in your normal checked bags anyway and doesn't put you over any weight limit. You can even send ammo with the gun in your baggage which you cannot do if you ship it.
15 extra minutes at the airport and no added cost is less convenient that taking the gun to a UPS hub and in the case of a handgun shipping it overnight? And then having to do the same for the return trip? Maybe I'm weird, but it sure doesn't seem like it to me.
As pointed out, Tom Fury, it would be illegal for an FFL to mail/ship your gun to anyone else out of state other than another FFL, even to you (except in very limited circumstances). And, if they sent it to an FFL in Indiana, you would have to do a form 4473 and get a NICS background check to receive it from the Indiana FFL...and if it was a handgun, you would have to prove Indiana residency to the FFL.
Seriously, however you plan on traveling - just take the gun with you, especially if it is a handgun. If you want specifics on how to legally accomplish that either driving or flying, let us know.