That's a somewhat loaded question - it mostly depends on what is being sent
DHL works quite well here, but if you are receiving a bulky package, you may have to go out to Ezeiza to collect it and pay through the nose in both time and money to get it. Same with FedEx or other international courier services. First class mail may be different - things almost always get here (I've never had anything not make it, but have heard plenty of stories of stuff that didn't , but I've only had a couple of things sent to me via first class mail), but you would still most likely have to go through the central Correo Argentino on Antartida in Retiro and go through Customs there.
If it's an envelope-type package, not too thick and obviously full of papers (though as Ceviche and I have both found, envelopes with credit/debit cards go through fine, and I've had other small, solid, non-bulky things go through) it should come direct to your door.
If you have to go to Ezeiza, you have to pay a fee to the shipping company (i.e., DHL in your case) to become your customs broker (it's not cheap - at one point in time it was the equivalent of something like $60 USD, no telling now what it is. One time I even argued DHL out of it by talking to a manager on the phone, but that was some 6-7 years ago), even though they do nothing, and then will have to go to Aduana in the shipping area of Ezeiza and pay any import duties that the customs officials feel you should pay, etc.
