I agree with the OP. I, myself, have been asking for a sort of "moogle mail/ chocobo delivery service" of some sort since day 1, and I know a lot of other people have also.

1) It would make transferring my items from one character to another much, much easier.

2) It would also make transferring and shipping items to other players ahead of time much, much easier. Someone could sign on, wake up, finishing doing whatever they're doing, go check there mail and have that awesome armor set or weapon they've been wanting.

If players could get items/gil mailed to them or whatever rather than waiting for another player to be literally right there, right at that moment, standing next of them to do all this stuff, that would immensely improve the social/city going aspect of the game's economy and play style.