I'm not sure why you are "fed up" with FedEx - based on what you say, I'm not yet convinced it's their fault.
Every time I've ever gotten a FedEx or UPS package which didn't require a signature, they just left it by the door. For the ones that did require a signature, they'd leave me a notice if I wasn't home.
It could be a scanning or delivery mistake....and it could also very well be that your item got stolen. It's Christmastime - just the time of year when people are ordering expensive gifts online and such. Some yahoo might have seen the FedEx truck rolling through your neighborhood, followed it and grabbed the package after it was left.
I hope you get it sorted out soon!!
.....Kelly