Personally, as a person in business who ships things fairly regularly, I prefer FedEx to UPS. It's going to be different for different people depending on from where you do the sending, to where you are shipping, and what kind of contract you have (or can negotiate) with the carrier.
In San Francisco, UPS packages often come broken, smashed, and wet. FedEx packages never seem to. I've had UPS packages stolen from their drop boxes, and one UPS representative told me that, for a while, there was a crisis brewing in New York City as many packages were being stolen within the handling facility.
FedEx has outlets all over the city, some open from 7 AM to 11 PM, as well as Sunday hours, so drop off is a breeze. Not so with UPS.
Regarding taxes and such, both companies have share of blame here. First, FedEx is not the only large company evading taxes. If that's what you're looking at then you won't be buying any products from Apple, HP, Microsoft, as well as FedEx, and many, many others. UPS has fired workers just for standing up for their rights. FedEx treats their Ground workers as independent contractors, their Express workers as employees.