I have had fish shipped to me once, I found out the hard way that they weren't the greatest place to order from but essentially what is supposed to happen is like roka64 said.
Always order priority overnight or pick them up at the airport for the fastest delivery possible. Sometimes you can have the package held for pickup at the FedEx Hub if you are close enough and that will help ensure their survival.
Whenever possible, you should check the LFS IMO
as shipping fish is expensive but if you can't find what you are looking for then make sure you read lots of reviews before ordering DON'T go by the reviews someone posts on their own website.
Post in the review sections on as many forums as you can find to ask about that seller chances are someone has had exp with them and can comment. There are good places out there and not so good places and the only way to tell is to talk to people who have had experience with them.
OH YEAH and if you can find people in your area to split shipping costs with it helps offset it. OH and sometimes a mom and pop LFS
will order in what you are looking for so you can still see it before you buy it, sometimes it pays to ask!