http://www.apobox.com/
I've used them in the past when deployed and while I was stationed in Germany.
It's been a number of years since I've been out of country long enough to need it though, so I don't remember what the fees used to be, but their site says you pay USPS Shipping rates + insurance + a $9.95 fee for their handling of the item. It was well worth it though, for all the reasons you mentioned above.