UPS used to be pretty good here, and would leave things on the deck in the back. Course, at times, I'd forget I had a package that was supposed to be delivered, and since the driver that delivers to me never seems to leave notices, the package could sit there for a couple days. Lately though, they just leave it sitting on the front porch, generally in plain view (although I've had it once hidden behind a couple of bags of dirt, and the only reason *I* noticed it was I happened to look at the porch as I backed out of the garage).
FedEx won't leave anything, period. Although in general on a fedex package I can call and get it held at the delivery office for me to pick up. UPS won't do that. I have mixed feelings on them leaving stuff. Sure, it's a lot more convenient, but for anything valuable I've gotten into a habit of making sure I'm home for the delivery (thankfully, work's flexible enough I can do that).
But you better believe that if I had a package listed as delivered and I couldn't find it, I'd be on the phone to ups immediately asking what the story is.