In my experience, I think plants have shipped best when I removed most of the air from the bag. I [sometimes] wrap the plants in a damp paper towel, place these in an old fish bag, keep the excess part of the bag collapsed, and close with a rubber band. I then bubble wrap it and use one of those Priority Mail boxes (free from the P.O.), filling the extra space with plastic grocery bags or sometimes I happen to have packing peanuts handy.
I think that when there's too much air left in the bag, the plants tend to get banged around too much (against the sides of the bag and each other). They end up arriving all bruised up and stuff. The less mobility they have in transit, the better.
Oh yeah - and I also make sure to look up and include that 4-digit postal code. I don't know if that actually helps, but it certainly doesn't hurt (unless you put down the wrong one). If you go to the USPS site, they can give you the entire zip + 4-digit code as long as you have the address, city and state. With exception of the Holiday Season, the plants I ship will usually arrive in two days instead of three, even if it's clear across to the other coast.