I sent mine (and my wife's) certified mail with return receipt. It's very nice to get that positive confirmation that they received the application, and to have something to staple to the copy of your N-400 that you kept.
It worked like a charm, and it's only about 5 dollars.
I wouldn't advise sending it express mail, shaving a day or three off a month-long process is meaningless. Also, I'm not very impressed with the Post office's ability to scan bar-codes (compared to FedEx or UPS). They do handle post cards (like the return receipt) very well.
