I'm going to post this before reading every one of the prior entries.
I always review every print I get back from my lab prior to delivery. This way I KNOW the order is correct, the count is correct, and that the picture has been finished to MY satisfaction. How will you know this in every case if you don't see the order?
Everyone of my enlargements is also placed in an inexpensive presentation folio, with my business name stamped on it in silver/gold, prior to client deliver. This protects it from damage, and sets the image off very nicely. There are probably companies that will do this for you, but I buy these folios in bulk, insert the photos, verify the order, invoice the customer, and then contact them for pickup.
There is certainly nothing wrong with have a lab drop ship directly to the client; I just feel it's more professional and offers "full service" if you handle it yourself and make the personal contact. And it's that continued personal contact that keeps you in the client's mind, for potential future work. This sets you apart from those in it for the long haul and others who are less serious about the business. And this especially holds true with album production. I'd always want to double check the book prior to delivery. - Stu