no personal experience, but I have read of many frustrating customs/border stories by folks trying to get stuff shipped to X country, and it getting held up, lost, stolen, mired in red tape, costing a fortune in fees to get it released etc.....

Over the years of reading trip journals and this coming up a number of times, it would make me very wary of trying to ship stuff--although I guess realistically it depends on the countries, although I suspect all the "stans", ex Soviet countries and whatnot will have the same issues that I have read of predominantly with Latin American countries.