I can either leave my mail sticking slightly out of my mailbox (on the side of my house), or I can put it in a common post office box like one of these, found on many streetcorners, or outside of the post office, which also has indoor mail receptacles and a place to pay to mail packages:

Mail boxes that people receive mail in vary a lot. You can either pay for a post office box (commonly called a P.O. box) at the post office or a mail center. These are small boxes opened with keys. Not all packages can be sent to P.O. boxes, but they're frequently used by businesses.

Some residential streets have a common, freestanding box at the end of the street for all homes on the street, to which the postal carrier delivers everyone's mail, aside from larger packages. It resembles the P.O. boxes. Each household has a key to open its box. Apartments may also have a centralized mailbox area.
Still other people have a mailbox on the street. I have always wanted one and never had one. This is one example:

(And no, most people's mailboxes don't look like fish.
Still others have a mail slot in the door (not super common in newer homes, in my experience). I think they're cool, but then you do kinda walk in your front door and right on top of your mail sometimes, I'd guess:

Then there are private shipping companies (UPS, FedEx, DHL, etc.) that offer varying degrees of service nationally and internationally, at fees they set.