I once ordered some "OEM"/"bare drive" HDs from Frys.com once. Never again. They shipped all four, in the SAME padded envelope, all banging against one another in transit. They had noticable dents and scratches. Amazingly, three out of the four worked. I'm still using one of them in my HTPC as the primary drive. (Although it once lost the second partition, somewhat mysteriously, some time after a re-install of Win7 64-bit on the primary partition.)
If I order HDs from Newegg, I try to order the max quantity (usually five), that way, they use an OEM shipment box to send them to me (with the foam cutouts for HDs to fit into.) I do the same with DVD drives. Only once have they failed to use the OEM box to send them to me.
ZipZoomFly sent me a WD 6400AAKS drive in a nice little "foam coffin", that protected it with 1.5-2" of foam on each side.
And when I ordered five drives from Dell one time during a sale, they shipped them in a "five-pack coffin", with 2" of foam around each drive as well.
Edit: This is primarily why I order retail-boxed drives only.