i shipped mine through UPS the last time i sold a set. i think it was $75 or $100 to ship all 4 with tires. i grabbed some cardboard, shirnk wrap, and tape from work. i took 2 rims, turned them so the outsides were facing each other, put thick cardboard in between them, shrink wrapped them together using a crap load of wrap, and finally used a ton of tape for extra security. i repeated that with my the other 2 rims. they arrived in the same condition i shipped them in. that is how my C5's i've had for years were shipped to me from a tire company as well.
you could also ship them through a freight company such as Saia or Yellow, but you would have to band them to a pallet and the cost would be a bit higher. your customer would also have to pick up their wheels at the company's terminal.