As Gices has already given a very good answer I will give you one based on my experience.
I recently ordered glasses from the UK, the total came to over RS 1000 but shipping itself was very high, it took 5 weeks to arrive but when it got here I got a card to tell us to come pick it up at the local post office. I was waiting for the officer to tell me I had to pay tax but I was going to argue that the goods itself came to RS 750 and shipping costs were around RS 800 but they didn't check or even ask and I got them hassle free.
I also recently ordered some things from Korea it took just 15 days to arrive, again I went to my local post office to collect them and they didn't ask anything or open the packages to check and just gave them to me.
My cousin ordered some jeans from the US and it cost her over RS 1,500 but she had to go collect it at the main post office in Port Louis but she didn't pay tax on it.
To be honest I believe its all to do with luck, where you order from and how much you order. Some people have been unlucky and had packages opened without consent or reason and others haven't, some people get away with paying for tax on items over RS 1000 and some don't.
As for shipping sometimes you don't get a choice, I didn't from both the UK and Korea but other places will offer you a choice but shipping costs for couriers such as Fedex are stupidly expensive. Depending on how you pay you can get protection if your package is lost or problems arise.