We have tried most of them: USPS to USVI (St. John might be easier), Tropical, Aeropost and carrying them. Small, heavy things (think brake shoes) that fit in the USPS one-price boxes are cheaper; however baggage charges on ferries eat up any savings. Aeropost to Tortola is easiest. Customs duty is applied to everything, including freight charges. However, it is not applied to extra airline baggage charges. Home Depot and Lowe's have export divisions which deliver to Tropical or Aeropost; no US sales tax.
Samsonite makes a lightweight duffle that fits the maximum airline baggage specs; it will fit two small boxes from Home Depot. That is ideal for small or breakable items. Linens can go in sucker bags. We do this: get a business class ticket that includes two 70 lb. checked bags. Use the linens around the side to cushion items in the middle. All in all, this is the cheapest, fastest and most reliable way to get things down.