I strongly recommend DHL for shipping geckos or anything else with a heart beat. They are carefully handled and they arrive safely.
As for packing, a deli cup with a few smooth air holes punched in the sides or top, a couple damp paper towels w/o ink/prints.. not dripping wet, and a box. DHL has a 1# (#= lb.) box you can use. Ideally, you can line the inside of the box with 1" styrofoam.. or just tightly stuff newsprint around the deli cup (bottom, too).
If you need more, just let me know. PM or otherwise.
i've never shipped any reptiles before..but in my experience DHL is my least favorite out of ups, fedex, or usps. i think most packages will get through just fine with any of them..but there is always the chance of the package being damaged with any of them as well.