DHL or Fed ex as your customs broker?

I am very confused about using a customs broker, trade agent, or whatever they are called. I want to have some samples sent to me from china to the US. Does a small envelope, small package, under 3 lbs need to go through customs, with all the hassle of paperwork, etc?
Next question,
If i use fed ex or dhl, how much does it cost for them to act as my customs agent/fill out my customs forms? THANKS!