A few years ago, before things took off and CD distribution was handled by - well - professionals, I used to mail them out from home. People would send their cheques, often alongside a breast photocopy/death threat/terrible poem/insane scrawl - and I would file them in the Lunatics folder. In the event that one of them did in fact kill me the police might have something to go on.
I quite like this one: no access to a cheque-book has meant that this correspondent has provided me with Trebor Xtra strong mints and an Argos pen in return for the CD. I'm not quite sure which of us got the better deal with this.