Don't be! I have mail ordered two separate batches of chicks from the hatchery (Meyer is the one I use) and I haven't lost a single chick yet. They even threw in free chicks. I've been really, really impressed with how well they ship, at least with Meyer anyway. I have heard some horror stories about other hatcheries though, and I think it mostly depends on your shipping route.
Barring that, you can always invest in a small incubator (Brinsea has a really well-rated one on Amazon that holds seven eggs for $141 - that's the one I bought) and hatch out whatever breed or mix of breeds you like!