Once you get paid for a sale, you need to fulfill the order and that means you have to ship the items purchased. How you ship products is largely a function of what shipping methods you make available to your customers.
Shipping is one of the most complex aspects of e-commerce, and one where you can lose money if you're not careful. As you work through your shipping configurations, it's important to keep in mind the following:
What you charge your customers for shipping does not have to be exactly what you're charged by your carriers. Just as you can offer free shipping, you can also charge flat rates based on weight or quantity, or add a surcharge to "live" rates.
By default, Magento does not provide you with highly sophisticated shipping rate calculations, especially when it comes to "dimensional" shipping. Consider shipping rate calculations as estimates only. Consult with whomever is actually doing your shipping to determine if any rate adjustments should be made to accommodate...