I pre-ordered the iPod when it first came out, and it ended up getting shipped by FedEx direct from the manufacturer in Taiwan using their fastest international shipping mode, even though I only paid for ground shipping. It was probably cheaper for Apple to let FedEx ship everything directly than it would have been to ship the units to Cupertino then distribute them to all the different delivery companies.
I'm hoping the same thing happens with my Airport Express (which is being referred to in my house using the technical term "Music Doohickey")...