I've ordered over 7 different filters from B&H over the past year. Each has come wrapped in air pockets and packed firmly in a large box, and I've never had a problem with them getting here or being broken. I'd also put together a large filter order if you were going to do so - combined shipping and they'll band the boxes together which makes the shipping have less impact on the items bouncing around.
Amazon deals with hundreds of sub-contracting companies that sell through Amazon. Everyone should be wary of ordering from Amazon because it's basically an eBay without the bidding component. However, as long as you know who you are dealing with and they have a good track record, I wouldn't worry about it.
Be aware of the warranty limitations when shipping lenses and cameras - some will have to be sent back to the US if they fail during the warranty period.
Also, if you are worried about tax/customs duties - you only pay them on goods/items shipped in one box that totals over $1000. It doesn't matter about the country of origin or the weight, dimensions or contents - with the vital exceptions of anything that could be charged sin tax (alcohol, cigs and obviously drugs) or is illegal - no shipping depleted uranium rods through the post - they get upset.