According to the guys at Engadget Mobile, tips have been pouring in about Apple coordinating with UPS to hold iPhone 3G S packages until a "future delivery date." Like Engadget, we're assuming that the delivery date is June 19th (which would make the most sense). The possibility of going to the local UPS facility is always there, but per UPS policy, the driver must make an attempted delivery at least once before the package can be picked up.
Our suggestion? Bring some warm cookies and a jug of milk down to the local facility, and try to woo the UPS employees into giving it to you. Or just ask outright. At any rate, let us know if you're lucky!