Too much information.

Well I have bought from the USA a lot of times without issues.
In Belgium - Europe for example we have to add some taxes when importing our items. For that reason a declaration form is often added to the shipment.

Otherwise, not many risk. A parcel delivery service completes the chain from A to B (usps/dhl/...) or the local post delivery takes over when it has cleared customs.

ps: paypal and shipping.. just like in any case make sure you document everything (perhaps a photo or 2) and provide tracking info. In case a claim is started, you have enough prove to defend yourself.

Living in Canada, I have ordered a lot from the US and elsewhere, never any issues. Any duties and such are on the buyer, so you as a seller shouldn't have any risk there. You won't see much difference from shipping within the States, just some extra paperwork. Don't know about other countries though.