1. Anyone who tells you to pack yourself has no clue how insurance companies work. Shipping companies have GREAT lobbies in Congress: that's how they got laws put in place so YOU have to buy insurance to protect yourself against THEIR negligence. Their claims departments are evil to the core. If they CAN deny, they WILL deny. And if you pack yourself, shit can still happen and they WILL deny.
2. ALWAYS ship on legs. ALWAYS. The most common damage when you ship on legs is a bent leg. The most common damage when you ship palleted is cabinet separation or fork-holes. There's one exception to this rule: if you can re-pack a game in a Stern/JJP box with appropriate packing materials and get the STI ppl to WATCH you pack it, do that. Good luck getting the shippers to wait.