I have done it about a jillion times, and had very few losses. Never had a fish DOA, but have had a few gorgonians die either in transit or soon after arrival.
Step one is to go through an experienced seller. Inland Aquatics, LiveAquaria, KP Aquatics, to name just a few, have done a lot of shipping, and know how to make it work. I just got a shipment of slugs from KP Aquatics this morning, and they were happy and beautiful, despite the chilly conditions outside. I took the risk because there were not expected to be shipping delays between Florida and MD, and because I really, really wanted the slugs.
Then again, another of my suppliers (also very experienced) somehow managed to forget insulated packaging for a couple orders of cockroaches (yes, cockroaches) last winter, and they were DOA. Importantly, they took care of the cost for replacements.
I would agree that, in general, spring and fall are better. I don't even think about ordering in mid-summer.