I've had ok experiences with FedEx and relatively good ones with UPS, but I have a "grudge" against DHL because they don't work weekends (well, Saturday)!!
I've gone through too many instances when I had to wait an extra 2 days (Saturday and Sunday) to receive a package when I could've received it on Saturday if the sender had used UPS or FedEx.
UPS seems to deliver on or before its estimated delivery time, FedEx seems to push it until the last possible day, and DHL has always been right about its estimate (4 days for the Boston Area and 3 Days for the Chicagoland area with ground shipping), but again they don't work Saturdays!!