If your question relates to parcel deliveries in China, maybe DHL seems to be used the most.
I have got parcels from overseas and most of the use World Wide Express to China

Different express companies have their own advantages in different region, for example, DHL is better in US, Europe. Fedex is better in Malaysia...

At home I refuse UPS from outside the country due to large brokerage fees.

It would depend on several factors.  From where are you shipping, and to where in Asia ?   Size and weight of your shipment, contents ?.  

In general, the major ones, like Fed Ex, UPS, DHL, etc. are not cheap, since they do provide "fast" delivery.  

For documents and paperwork I do need fast, I do use either Fed Ex or DHL.  But for parcels I have found that from USA to China, USPS and China Postal Services so far have delivered every one shipped, in good condition, and cheaper that the other carriers mentioned above, maybe a bit slower, but I do not care.

And for parcels from China to USA, China Postal with their parcel post rates beats in price any other service.  Requesting the "Register" classification adds maybe 10 to 15 Rmb to the cost, but it does assures a better chance of arrival.

exactly what the happyexpat  said i agree with him 

UPS is the cheapest of the three in my experiences if I need something 2 or 3 day delivery. Used EMS once, worked out ok, less money but took about 9 days to get to it's destination

I recently used UPS and was quite happy with the service and price. A letter to Europe cost 298 rmb and was delivered within 3 days. Prior to going to UPS, I inquired in the post office and their service is terrible in comparison. The lady told me that the fastest international courier service they offer will get the letter there with 3-7 days. I said to her, 3 days and 7 days is a big difference, so which one is it? She was really rude and said it could be either. The price to send it through the post was roughly the same as UPS with no time guarantee. China's postal service sucks. I'm just going to use couriers from now on. Just remember to bring your passport when sending stuff!