You can mail cookies! I have been doing this for a few years now, and I have never had anyone say to me that they received their baking in crumb form. This is a run down of what I do, or have learned to do from experience, and what I suggest you do if you want to mail baking to people for Christmas or any other special occasion.
First of all, you will need bubble wrap - and a lot of it. Also, tissue paper is great. Also, packing tape.
I recommend mailing cookies/squares/mini tarts in cookie/candy tins as opposed to boxes because the tins are much sturdier and there is way less risk of things getting bashed around and dented in transit.
The key to parceling up baking is to make very sure that there is no room in the tin itself for cookies to bang against each other and turn to crumbs. It's all about filling gaps so there is nowhere for anything to move.
Step One: line the bottom of your cookie tin with bubble wrap.
Step Two: wrap like cookies in plastic wrap in packages of two or three, maybe four, depending on the size of your tin. Make the little packages tall enough to come just under the top of the tin. The purpose of packaging the cookies this way is to A) keep them tightly packed together to minimize movement within the tin, B) to maintain freshness and C) to keep flavours from mingling.
You'll get something like this (no, Karen, this is not your tin!):
And this:
Step Three: start filling the little holes up. I find small candies like the Hershey's Kisses and similarly-sized stuff to be great for filling up the odd spaces between cookies that are inevitable. They also make the contents of the tin look pretty and add a bit of variety. But their main function is to fill space so nothing can move around. If you don't want to go the candy route, you can fill the spaces up with tissue paper or paper towel or something like that.Step Four: pad the top. I use tissue paper for this, but you could also use more bubble wrap. This is why you need a little space between the top of the cookies and the top of the tin - you need padding! You'll get something like this:
Step Five: bubble wrap the whole shabang! Call me paranoid, but I do not have 100% faith in 100% of the postal workers out there (no offense, postal workers who read this), so I feel the need for more padding. 
Step Six: Wrap in whatever you're going to wrap this sucker in. Or, put it in a box - with more padding. At this point, it's all about the padding! Address the parcel, etc.Step Seven: Slap a FRAGILE sticker on that bad boy. Actually, I slap two on - one on the front and one on the back. Again, call me paranoid. But really, you need to do this to give your parcel of precious cookies the best chance it can get at being treated gently, as it so deserves. Make sure, if mailing to another country, you leave space somewhere for the customs thingy.
Step Eight: If you have an odd-shaped tin, i.e. something not square (for instance, I had two round tins and an octagonal one), and you are wrapping the tin in this brown paper or something similar, like I am, tape the crap out of this baby. It needs to be compact so that when the postal people go to measure, it's as small as possible. Also, you don't want any edges that can snag or tear.
There you go! No, I do not mail anything priority or express or whatever. No, I haven't mailed anything overseas because A) it takes too long and will compromise freshness and B) call me paranoid, but entrusting my cookies to the universe at this level is just very uncomfortable for me. No, I would not mail cakes, loaves, muffins, or anything soft or that can crumble or break easily, or that will go dry/stale quickly.
