If you're sending to a person in particular, send what they like/want. For my daughter she loved to get pens to hand out to kids, skittles, jelly beans, she's a tea drinker and though coffee is easy to come by, flavored teas are not so we use tea packets to "cushion" the cookies and stuff we send. She loves to receive our sunday "comic" page, We bake cookies and ship them off. One suggestion a friend made for sending cookies is use a small coffee can to cut out the cookie and then pack the cookies in the coffee tin to keep them from breaking, however if the cookie rises bigger than the can?? We would also send her a news magazine cause they don't get to hear of the news going on in the states.
We send her stuff in the priority mail flat rate boxes, if they go to military serving overseas they have a special rate for that. You do need to be able to fill out a customs form.
I'm not sure the best way to send to "generic" soldiers, maybe as gaigai suggested. Since we have our own soldier over there, we pack stuff specifically for her and her co-workers.