Package tracking is really one of the better inventions of the 20th century. One of my favorite tools for said activitiy is TrackThePack, a delightfully simple tool that lets you track packages from a multitude of services, and keep them together in one simple list. It also throws each shipping location the package visits onto a map, which is neat, but mostly useless.
If you're unregistered, you can only run a single tracking number at a time. Registered users get the added benefit of pulling in the package updates as an RSS or iCal notification feed. People who will be away from a computer can also sign up to get SMS updates, a handy feature offered by some (but not all) package carriers. This way you can get it from all of them without sharing any of your personal information.
For heavy-duty users, the service offers a Firefox extension that lets you track a package just by right-clicking on the tracking number, which will automatically add it to your package queue.
Related: Trackthis tracks packages on Twitter