Just go to the Auction House, and hail certain NPC's near the windows.....you will find at least one who will open a window for 'delivery' and you can type the person's name (or your own, to send stuff to your Mog House), and the stuff you want to send...items, gil...most stuff will deliver.
Voila! :) Instant delivery system!!! When you get back to your Mog House, go to "delivery box" and the stuff you sent to yourself will be there. :)