I just posted a larger e-mail in the thread "importing from China". But I will try to answer this question as well.
If you are only going to ship a small quantity of items, then it is fine to use a direct shipper like EMS, DHL or Fed Ex. They will ship direct to your door. The only issue with this method is that it is probably cost prohibitive if you are trying to resale these items.
Technically, you want to declare a value and pay the customs here in the USA. This can be handled by visiting the US Customs website at http://www.customs.ustreas.gov/.
This is easy and the proper approach.
I have started a business to help people get started importing from China. You can find more information on my website at Edit (Moderator): Link removed
or feel free to call me at 262-347-6510.
Edit (Moderator): Link removed