I don't ship outside of the US because:
- I can print a US label online and drop it in a box at the post office at my convenience. With international, I have to fill out a customs form, got to the post office and wait 30 minutes to see a clerk in person.
- Shipping internationally is much more expensive.
- Shipping internationally doesn't provide any tracking, proof of delivery, or insurance through the post office. UPS does, but is extremely expensive.
- I've tried shipping internationally maybe a half-dozen times. One package never arrived, one arrived broken and the two took a long time with lots of emails from the buyer accusing me of not sending it in the first place.
- Buyers don't want to pay extra for the extra postage.
You can print either thru paypal, the USPS web page, UPS web page or FedEx web page an international label complete with the customs forms. The UPS webpage is a pain in the ass to use.
Shipping internationally does track. It is slower, but it does track thru any of these formats. If you require insurance, ship it UPS or FedEx.
As far as the expense - if my buyer does not wish to pay for international shipping, I will not sell it to him. I am happy to eat the $5-7 shipping cost inside the US and build that into my selling price, but you are correct - postal express or common carrier shipping internationally is pricey and it needs to get covered somehow. Just add something to your sales thread like "Outside US pays all shipping charges."
If you ship internationally via fedex, UPS or global express mail, depending on where it is going, you should have no trouble. Pack it WELL and assume it will be opened at customs, so only have paperwork matching your customs information inside.
But at the end of the day, if you are not happy selling outside the US, it's 100% your perogative not to do so.