Collect+ Is my go to courier for larger parcels. Up to 2KG Royal Mail is competitive, but anything over that amount it is outpriced by many rivals, Collect+ usually being the best alternative.
I always opt to print my label at home, and simply stick it on the package having paid for the service using PayPal. This is a particularly handy way to pay if you are an eBay seller, as you simply take the price out of the balance you have just received for whatever it is you have just sold.
My nearest drop off point is the local Co-Op supermarket, so it's actually less of a walk than the Post Office. There you simply hand over the parcel, and receive a receipt once the barcode is scanned. The service is also fully trackable too, for added peace of mind.
I have used Collect+ over a dozen times, and have never encountered any lost, delayed or damaged parcels. And that really is all you can ask for from a courier company.