First: where are you ordering from - where do you live? I'm assuming you're ordering US goods from outside the country.
Second: are you sending by ordinary first class mail or are you paying for something extra, like Registered Mail, Insured, etc.?
As far as the US Postal Service is concerned, anything leaving the US can't be accurately tracked - unless you use Priority Mail Express (formerly called Express Mail). However, it's a VERY expensive service. Alternatives that offer tracking would be United Parcel Service (UPS) or Federal Express (FedEx).
Most shippers will not give you a great choice of service options. For such circumstances, I've heard of some people using a mail forwarding/consolidation service such as shipi.to / shipito.com. For a fee, you can pay DOMESTIC shipping rates to have packages sent to a US address, then when you've accumulated enough deliveries, have them repackaged into a single shipment. I'm not entirely clear on how Customs Departments of various countries handle the packages incoming from shipito.com, though technically, at that point it's literally you shipping something to yourself (from a certain point of view, of course)! Regardless, you have the option at that point to choose the shipping method that most appeals to you (and offers tracking, for when packages go astray, as well as insurance to reimburse you for lost, stolen or damaged packages).
The point here being - you have options. They simply cost money. No one ever claimed this is not a luxury hobby...