Having your bike shipped to a bike shop, warmshowers host, or hotel can work well too, but I usually only do that on the way home. Be aware that just going into a UPS or FedEx store will typically result in a crazy high shipping charge. I have found that bike shops typically get enough cheaper rate that I can afford to pay them to box and ship the bike and have it still be cheaper than just the shipping if I go to UPS or FedEx myself.
There are also a few outfits that specialize in shipping bikes and are typically cheaper and easier than going directly to the carrier. https://www.bikeflights.com/ and http://www.shipbikes.com/ are two such businesses.