I've recently sent a couple of records out out to people and they've gone missing from the Post Office, unfortunetly there are thousand of items of post that go missing every year - that's part of the reason why the post office were fined recently. I'm only gonna send out anything by registered from now on.
The only problem with having things sent to you insured from abroad is that on the customs and insurance dockets the sender will have to declare the value which will lead to you receiving an invoice for the import tax.