Thanks for the replies folks! Responding to things in no particular order:
I guess you could have things sent to a vacant house with an accessible mailbox.
I'd vaguely considered that. Depending on area, such buildings aren't always easy to find, though.
Dead drop
Fun article, thanks. Rather too hardcore spy-ish for me, but still, good to know more about.
One can always send things to a friend and tell them you cannot order it to your place because it is a gift for your wife or girlfriend and you do not want her to find out beforehand. My friends do not open my post.
That has the disadvantage of potentially getting your friends in trouble. Not ideal.
The wallet tracking issue is solved by mixing your bitcoin with some large collection of bitcoin (or many of these to lessen the potential problem of records being kept), then withdrawing it to a new wallet.
Ah, thanks for that. I hadn't quite grokked that before, but it makes sense.