You can rent a mail box. Companies like Mailbox Etc (now UPS store) and Postnet will have someone to sign the package for you. Plus, with a mailbox your address will look like "123 Street Name, #396" instead of a PO Box number.
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Help! How do you handle your return address? A PO Box can't handle tee shirts, right? Do you give your actual street address?
Yes, you can rent a PO BOX from your local post office. If you get a return there that doesn't fit in the box, you can just pick it up at the counter.
Or like James recommended, you can rent a "private mail box" from a place like the UPS store or other similar place in your town. This can give you an address that can accept packages (it counts as a physical address). Some places will even forward your mail to you so you never have to visit the box.