I went to buy a small, inexpensive electronics item on NewEgg today, punched in my info at checkout and came to discover they don't accept General Delivery shipping addresses. The nastygram you get spit back by NewEgg's system is really specific on this too. No GD addresses. At all. Well, they lost a sale and I bought the thing I wanted from Amazon instead as they do accept GD addresses without complaint.
General Delivery is an alternative means of getting something shipped to you. How to use it is here (click on the "General Delivery" tab). I've received items before through GD and it does work.
Why do I use GD? Mainly for proper delivery. I have nowhere at my residence where a package can be placed out-of-sight. And there are some courier morons who will just leave a package in plain sight at the front door, where anyone could just walk up and take it. They're not supposed to do that, but do it anyway. And if you give instructions on the shipment not to leave it on the front door, they delivery douche bag usually ignores it. When I have a package shipped directly to the post office, it's at least in a place where nobody could just walk up and take it.
Why NewEgg doesn't accept GD addresses I don't know as it could be for any number of reasons, but they lost a customer today because of that.