Are you shipping them overnight or longer? If they're going overnight, I would just bag them up with some water and send them. A large enough styro box to keep them in would be needed, otherwise a smallish cooler will usually work as well, but your costs will increase for shipping.
I always prefer to ship in water, unless it's something that does better without, like Xenia. Zoanthids I've always found ship best in water, even 2-3 day. I've lost maybe 4-5 of over 200 shipments sent via 2-day and longer. If they're aquacultured pieces, there's no reason not to ship in water. The only downside to having them submersed is the dieoff (or the slime, as in the case of Xenia), which is much more likely on wild pieces than AC.