UPS has just rolled out a new Delivery Intercept feature that adds a new level of control over everything that happens to your package after it's shipped but before it's delivered.
After you ship your package, Delivery Intercept lets you return the package to sender, change the delivery address, reschedule delivery, or have UPS hold the package for pickup over the internet any time before delivery. The service isn't free (it looks like it may be as much as $10/intercept), but anyone who's had to hassle with shipping problems that could have easily been remedied with a mid-ship intercept will likely find this a handy option.