If you're talking about entire games, UPS/FedEx/PostOffice can't even ship them. They're too big and too heavy for their services (in other words, they dont accept them)
Air Freight or Truck freight are the ONLY options in shipping entire games, however be prepared to see a $250 to $350 bill PER GAME--INCLUDING COCKTAILS since you are an individual without any types of shipping discounts. If you are a large shipper, usally you can get those rates down to $125 to $175, but it's not common to see that unless you ship multiple items out daily for a long time to negotiate that good of a rate.
Now if you're just talking large/heavy items like monitors that still could be shipped by UPS/FedEx/PO, then you're likely going to get a better deal as a single consumer off of one of them than by using Air/Truck freight services. If you ship enough, you can get about 20-40% discounts by signing up for daily pickup (at a cost of around $10 a week) through UPS/FedEx's advertized "counter" prices.