Yakov Shafranovich created the track2RSS project where you enter your tracking number and you get an RSS feed back that lets you stalk your packages in your favorite RSS reader. Sweet. At O'Reilly's xml.com Yakov gives some background to the program.
That is up there with the custom RSS feed for Ebay searches and of course Craig's list: Put in your search like: "Mountain Bike" scroll down the page and in the lower right corner there is the link with the RSS Feed. Subscribe and from now on the listings come to you. Sweet.