In general the postal service in Spain is quite efficient. They have a good number of post offices located in villages, towns, ports and airports, and postage stamps can be bought at other places too such as tobacconists (estancos).
As in the UK, the Post Office deals with the post, and banking services.
Much of the time the postal delivery service from the UK to Spain is very good. Letters often arrive within 2-3 days. The bad news is that there are no letter boxes in your front door. The Spanish post is not normally delivered directly to you as it is in the UK. If you are fortunate a post box on the outside wall will be delivered to, but usually boxes for all of the community are placed in one area (possibly next to the communal pool).
The best way of getting your mail is to rent a post box at a post office or similar. The cost varies widely (from 40 euros in a Spanish post office to 100 euros if it is a private post office). The boxes in the post office are called apdos (apartado) and access to them is any time whilst the post office is open. You will have to sign a contract each year to retain the PO box. A note is left in your box if a parcel or registered mail is there.
Spanish post boxes are yellow, any other colours are used by small independent companies.
An unusual way of posting mail from Spain to the UK also operates, costing around 70 cents. Some local British shops (newsagents normally) will take your mail, which is collected once per day and taken to Gatwick airport where your card or letter has a 2nd class prepaid impression placed on it, and it is then posted on to its destination. Mail takes slightly less time to arrive than when sending the conventional method. Some shops will also receive mail for you and phone you when it arrives.
As for parcels, we used to get some larger ones sent over from the UK. The problem with where we lived was that it wasn’t on the map. DHL and UPS used to phone from Alicante and asked how to find us. They did not speak English and our Spanish was not good, so we had to guide them to Benijofar and then on to a bar called the English Pub. Once they arrived there they then phoned us, and I went down to meet them to sign and collect the parcel. The average price for a parcel was around £35 from the UK, depending of course on size.