It is possible. Some things differ per country, but this is what I gathered from my own experiences.
When you normally order something online, you can always tell that it is an imported purchased item. In most countries, customs actually requires businesses to have the invoice on both the inside and the outside of the package, so that they will be able to calculate charges and find what the package contains without having to open it. In some countries these packages always get checked, in others they might slip through. Additionally, some transporters like Fedex do their own customs work on some of their products (to ensure that there is no delay). I that case, you always get the customs charge as far as I know.
Packages that do not obviously contain purchased items are rarely checked. I have never had to pay customs charges on one of these packages (that contained no invoices, are not sent from a business address and so on).
One thing you should take into account when sending something is what you put on the customs form. I once traded keycaps and the sender specified the package contents had a value of $100 without marking it as a gift. This implies I purchased something in the US with a value of $100 and I ended up paying $35 in customs charges.
After that I have been more specific when I trade or purchase something about what should not be on the customs form.
