I'm not sure but it might be through the mail, not UPS or Fedex. I had a frame show up through the mail the other day. I had thought a frame would be too big to use US mail but I guess not.
I think two boxes, one with frame/components and another with wheels might be the best route.
I had a fellow ship a frame from France? maybe to the shop a couple years ago and it was just amazing. He completely stripped it to components, sandwiched the frame with one wheel on either side and packed every little nook with parts.
It showed up looking like a set of wheels in an oddly pointy box, very small and shipped very cheap. Wish I had pictures of it...must have taken hours to build the box and pack.