How to Set Up A US Mailing Address
 

Hello,
Does anyone know how to set up a mailing address in the states or how it works?
The whole time I thought you set up a mailing address in the states (ie. Buffalo or somewhere near the border) and you drive there and pick up the items, etc.
After some searching, i've only found places that sets up a mailing address for you but then sends the items to you. What would be the point of having them send it to you? Anyone know?
Any help would be great.
Thanks