Personally I think Aion's mail system was pretty ideal.

Basically you could send mail to people's mailboxes with either text or an attached item. There was a cost involved in sending mail. A flat rate for simply text and an additional fee for sending items, the fee increased with the size/rarity of the item.

There was another option for the mail to be delivered directly to a player, with a huge fee on it. This was pretty useful for consumables if you had a friend who was in the city. Running out of arrows? Ask a friend to forward you a stack or two and pay them back later. This particular feature I'm neutral on though. It was pretty convenient but I'm not sure how they would work it in with FF lore. Basically in Aion a little delivery Shugo would pop up and hand you the item. I don't think you could have Moogles do it in FFXIV due to their much more rare nature. Maybe have a mail outpost at each camp, I dunno I just think it would be convenient.