I regularly order items from abroad, sometimes it's cheaper even with the Malaysian taxes, and other times it's downright impossible to find them here, so here goes my .02c.

TLDR;DHL = highway robbery

Fedex

I had one package from South Korea shipped via Fedex.
In spite of the Covid19 quarantine, it arrived less than 48 hours later at my door. No hassle, just pay the tax, sign, off you go.
Very fast delivery, items were insured, very well packaged, package arrived intact
No headaches, flawless. I think overall it might be the most expensive, and perhaps i was lucky, but doing business again i would do business with Fedex.
Some other packages from US to EU, the same experience.
The most expensive, and yet, 48h later i had the packages safe. Boxes intact, no damage, no signs of someone not caring and kicking things or throwing things around.
Overall it seems they actually care about the customer, unlike those fucktards at DHL.

DHL:

It's truly unbelievable that this kind of service is provided in 2020 and that the company isn't bankrupt.
By far the most incredibly dishonest, corrupt, greedy, arrogant, lazy and monumentally incompetent of all shipping companies i had to deal with, and i had to deal with a few in the past 10 years.
Something that was supposed to be sent from Europe to KL took 1 month, they managed to send it back and forth to Singapore, wrote down the wrong contact number, charged from storage fees since they couldn't contact us since they wrote down the contact number - hey, they fuck up, but we pay.
Their fees ended up being 3x the amount payed in taxes, and their customer support is utter crap, as in, "we'll call you around 3:00PM", and nothing. Over and over again.
The local Malaysian post office, Poslaju is: faster, cheaper, more efficient, more honest, far far more competent and pleasant to deal with.
If i could rate this company -10 stars out of 10 i would. 0/10.
You might as well give money to someone on the street to spit on you and trash your order - it'll be cheaper, the end result is the same.
When i proceeded to file complaints within the EU (shipping country) i found that had i bother searching a bit online i would have immediately found the complaints portal of the consumer protection agency of the shipping country where lots of other suckers like me were venting their anger and frustration at being robbed blind so openly and treated with such disdain and contempt. Weŕe not talking about a case here and a case there, i mean, there was not a single soul there happy with this crime syndicate disguised as a shipping company.

Whatever you do, avoid at all costs. From packages being lost, damaged, to open packages with content missing, plain theft, imaginary taxes and fees, to the way they treat customers...
It's unbelievable no one went postal (pun intended) on their entire management yet. I wish upon them thousands of years of explosive hemorrhoids.
You fooled me once, never again.
UPS:

Books from the UE to EU. Mostly fine, except a couple of packages arrived... well, like with corners really smashed, which made me fear for the items inside. They were hard cover books and just a bit of the corners was in, but, other than this i was ok with their service. Price wise, priced between Fedex and DHL, but DHL doesn't count since that's just tossing money out of the window for the privilege of being called a sucker openly by them.
Delivery was fast, 24-36h for everything to be delivered from Washington to my door in the EU, with cleared customs.
I'm not sure i would go for large packages, or electronics or other fragile equipment with them, based on the experiences i had. For fragile, electronics, or anything i would really want to get fast, and safe, i would just bite the bullet, pay the extra and use Fedex. Sorry. I'm in no way affiliated with any of these, but i just had the less headaches with Fedex so far.
EMS + Poslaju:

Shipping items from EU to KL. Fine. 1 week to 2 weeks delivery, usually 1 week if sent from EMS Express, 10 days to 14 days otherwise.
Cheaper than the alternatives, and no problems whatsoever so far.
How how i would've liked to throw money at you EMS and Poslaju instead of those pricks at DHL that only manage to survive by conniving unsuspecting people.

EMS + China postal service
Same, 1 to 2 weeks delivery. Most often than not 10 days until it's in the mail safebox with a code via SMS or Wechat.
No problems whatsoever. Cheaper than the rest. Also slower.
But you get what you pay for. At least you get the package and what you pay for, and you're not abused by a bunch of greedy assholes such as DHL.
SFExpress:

Had to ship lots of items from China to KL.
Surprisingly, or perhaps not, it was cheaper than both UPS and Fedex.
Items were varied, books, cloths, and so on. I tried to ship a (used) monitor, but they refused for some reason i couldn't quite figure out.
Other than that, it was quite ok. Someone went to my place to take the stuff, write an inventory, with some symbolic value for insurance (i was moving places). 2, 3 days later it was in KL for customs clearance, in 4 days i had the items in KL at home.
No hassles. Overall pleasantly surprised. If you want to ship items from mainland China at least, this is a safe bet.

For regular domestic deliveries within China, the same - they're my favorite company there, but for international deliveries i had no experience with them whatsoever until now.
I had some items shipped from Shanghai (perishables, cheese, don't ask...), to elsewhere in China, and the company shipped them late in the day.
The next morning i had a Styrofoam box with dry ice bags inside keeping everything inside cool, well refrigerated.
Nice touches. Safe, fast. I can't say i would try to do this with perishables or fresh food for international shipping, but at least within China, it's great.
Moral of the story. Whatever you do, don't dismiss the slower cheaper alternatives, and of course, whatever you do, avoid DHL at all costs.