This just came up, so I'll mention it. Ammunition is okay to ship by UPS. It's not legal to send through the postal service. Ammunition is not HAZMAT, it doesn't cost any more to ship, but you do need to put the ORM D label on the package. The label can be downloaded and printed, or you can even draw it with a black magic marker.

Primers and powder can not be shipped UPS, unless you are licensed and have a shipping contract.

Unprimed brass, and bullets can be sent by US Postal Service.

Primed brass can be shipped UPS, the same as live ammunition.
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