Customs really is not a problem and heres why. Not because every laser is legal to send, clearly some are considered "illegal" by US customs, but because their budget only allows for 5-10% of packages to be thoroughly checked you can get anything to your house. And then we are talking about a small laser package, rarely is a laser stopped, and then companies will always back up their products.
The internet is really something else, you can order steroids, illegal drugs, weapons, and more right to your front door (not that i'd suggest it). The worst that can happen is something gets seized at customs, and unless you are ordering huge amounts of illegal substances or weapons to resell, you are going to be fine. Customs is looking for counterfeit goods and large orders being placed. Your average laser can fit into a manilla envelope and is overlooked every time.