ANY of the three can do it, generally the USPS is a little cheaper - remember to insure it
As far as advising, if you are shipping to a business, UPS and Fedex will already know its a gun when they pull up the address and zip to calculate charges
Also, I would NOT put the company's name on it if it has gun or similar in the name - just like S&W has "SAW" as the company name. Typically, if I have talked to someone there, I address it to him at the address so as not to alert any carrier folks along the way