The only time that I can think of, when you can legally ship firearms interstate without using an FFL, is when you are shipping them to yourself.
I.e.: You are going on a hunting trip to Montana, but certain circumstances preclude you from traveling with the firearm(s). You can legally ship the firearm(s) to yourself at the destination. The ATF's suggestion for the recipient's (your temporary) address is in the form of:
in care of Joe's Hunting Service
843 Hunting Lodge Road
Destination, MT 59998
"Such is the strange way that man works -- first he virtually destroys a species and then does everything in his power to restore it."