Shipping isn't a problem at all as long as its a reputable and known breeder, preferably someone with a good-guy thread in the BOI forum on fauna, or on here.. Someone who can be vouched for as far as their shipping practices are concerned.
Just ask them what kind of box, filler, and heat pack they use. Tell them shipping makes you nervous and you want to be positive...
No harm in asking questions!!
Never settle for less than what you want just because it's all that is available in your town.