Holding packages from UPS and Fedex should be straightforward. (I have no experience with USPS). As mentioned having a car rental helps. The UPS pick up point is near the airport, FedEx have various pick up points.

Also as mentioned there are some hotels (generally small chain hotels)that do not charge. You could book your first night there. Pick your items then go to your 'big' hotel of choice. An example is the Doubletree hotel by the Airport.