with respect to customs it all boils down to declared value and purpose, normal citizens are allowed to bring in a certain value of goods per year, once you exceed that limit you will have to pay vat, and depending on what the item is, duties as well. With respect to purpose, if something is brought in as a sample then you shouldn't pay any vat or duties, same would apply to goods under a certain value brought in for personal use, if you bring in something to sell, then you legally have to declare it to customs, pass a bill of entry and pay vat and applicable duties.
Also, customs will basically never see your item any way so they won't be the ones stealing it, all customs see is the paper work declaring what the parcel is, if they think you're a drug dealer or under declaring something they will stop it for an inspection, and then they will inspect it and release. Generally speaking if you ship via a courier you shouldn't have any problems with regard to theft as the items are tracked all the way through, and if you want to avoid paying vat or duties have the shipper declare the value at USD 1 and that they are samples of what ever you are buying. But courier fees are very expensive, you can usually phone up most couriers and describe what you want shipped from where to where with a weight and they will be able to give you a quote over the phone, I have used a company called Dawnwing and they were pretty good.