They use a normal courier company - ANC I think - but they have a good relationship with them. Tri-Mar double bagg the fish, insulate the bags with newspaper and put the whole lot into a styrofoam box with a heat pack. This is then put in a cardboard box with lots of live fish, keep warm labels. ANC then come and pick up the shipment and take it to a central depot. I think all of their depots have special areas to keep these types of boxes rather than just in the main warehouse. The delivery will be made to you before midday - I have had three deliveries turn up before 8:30am.
Never had any problems with the deliveries - all fish correct and excellent quality, all alive. You do need to take a little more time acclimatising the fish than you would with fish from the LFS as they have been in darkness for getting on for 24 hours. Open the box up in subdued lighting, make sure the tank lights are off. There will be a guide in the box to advise on how to add the fish. Leave the lights off for the rest of the day to allow the fish to find out about their new surroundings.
Other than that, it is the same as getting fish from an LFS without having to leave the comfort of your own tank, I mean home.....
Cheers, Eddie