We have a new Custom CSV Exporting feature in the sales area. If you click Export, you're presented with the Export Overlay, and at the bottom you'll see a Manage Templates button. Clicking that will allow you to create templates for exports that can be reused. These Exports can be an Order per row, or an Order Item per row. Just like our standard CSV Exports.
We have a bunch of Shipping Service Integrations in our App Store, but if you use a service that we don't work with, this Custom Exporter will make it a lot easier to work with the service of your choice. You can also make custom templates for accounting, marketing, etc.