Technically, unless you are delivering business to business, this is the way it's supposed to be done. Not my rules - FedEx's............their rules as of July 14, 2011:
If approved by FedEx, we may accept non-venomous reptiles, amphibians, live/tropical fish and beneficial insects on an exception basis under the following conditions:
Shipments must be from a business to a business (from a breeder to a pet store, for example).
The shipper must have its packaging tested and pre-approved by FedEx Packaging Design and Development for the type of animal being shipped. Call 1.800.633.7019 for assistance. It is the responsibility of the shipper to adequately package shipments for all temperature extremes and handling conditions.
Contact your FedEx account executive for details and additional requirements.
Yes, FedEx seems to not care about their own rule about only delivering live harmless reptiles to businesses, but if you are within driving distance to a hub - popping in first thing in the morning sure beats waiting around for a delivery.