One major problem I have is I'm generally unlikely to be at home or simply can't hang around all day hoping the delivery will be that day. Hermes will attempt delivery three times - or deliver to another address, unfortunately i don't know anyone who stays home all day. DPD's 'local' collection office is 35 miles away in Newton Abbot and the last time I checked you have to book a time for collection. Yodel is similar, but the collection point is relatively local.
If I'm buying something small that will fit through my letterbox and doesn't require a signature I don't worry too much about the carrier - but generally I look for Royal Mail or Parcel Force. They aren't the fastest - but if I miss them a red card on my doorstep and a trip to the collection office the next day isn't a hassle for me. But I'm a townie - I imagine missing a delivery if you live in the sticks isn't so simple.