I've got the smallest (cheapest!) box available. They just put a card when a parcel arrives and you go pick up from the shop. I had trouble with my first PO Box because it wasn't attached to a store so I could only pick up between 730am-930am.

In my new location they actually have some spare boxes and the last time I had a big book sent to me they left a key in one of those boxes instead of a card, so I could open the box, take my book and return my key into a return slot.