In the past, USPS shipping was a cheaper option (possibly free, my memory is failing me) and there was also a UPS/FedEx option (don't remember which). However, there were multiple years in the past decade where people were not getting their items delivered by USPS before they left for Indy, and GC used to have a policy that stated that anything shipped through USPS could not be guaranteed (i.e. you had to re-buy your badge). Eventually, GC switched to USPS Priority (more expensive, but it could be tracked) and Will Call, and dumped UPS/FedEx completely because there were people who were having issues receiving their packages through that option as well (which ended up as an expense to GC as those items were guaranteed and had to be reprinted on GC's dime).
Additionally, in the mid-2000s, the Will Call line became a nightmare, but GC seems to have really ironed that out for the most part. I always choose Will Call now. Granted, I'm a VIG so the line isn't an issue for me, but even if I wasn't I'd still choose Will Call and be assured that my badge and tickets were waiting for me in Indy.
Edit: Also, in 2005 (my first full 4-day Gen Con) I left my badge at home and had to re-purchase it in Indy. From that point on, I've never trusted myself and would rather have it waiting for me at Will Call.