I would use a shipping service that lets you track the package. Make sure you get the tracking number and use it! In my opinion, the Postal Service's delivery confirmation is not as useful as UPS's or FedEx's tracking.
As far as insurance goes, without an appraisal it will be hard to prove how much your quilt is worth. You might try figuring out how much the material costs were, and something for your labor. If you have receipts, keep them until the quilt arrives at its destination.
Use a sturdy box for shipping. Label the quilts with your name, address, and phone number, and wrap the quilts in a clear plastic bag. Write the shipping information on a card and attach that to the plastic bag - that way if the outside label is damaged, the information is still with the quilt. Make sure the carton is securely taped so it won't pop open.
If you want more info, Maria Elkin's website lostquilt.com has a section on shipping - it's very helpful!
Janet