A few thoughts.
Delivery one way or another is presumably a necessity. It's a matter of what's likely to best fly with the customer as to whether you build it in to a price, or position it overtly as an extra.
My tendency (in a prior non woodworking life) was almost always to go the latter route, because it avoids misunderstandings and inaccurate comparisons.
It means though that in price sensitive situations there is a limit to the distance over which you can do business - if you go further than the customer will bear then you have to eat it, and you'll probably only do that if you haven't got a better option/it's not too far I guess.
Damage must be the other basic issue - there's not too many carriers I'd be keen on letting a newly finished piece away with, at least not as SUKnown says not without travelling with it. This latter is anyway probably a necessity in a lot of cases, at least where installation or assembly is involved.
You probably wouldn't want or would at least be cautious about the customer looking to use their pal with a van to save a few pounds either. So on the one hand you might need to be firm about doing it a specific way, but on the other you wouldn't want to be dogmatic/inflexible or to overcharge.
If your product does not require setting up, and the distance is long enough that paying for a driver's time is getting into significant money then maybe there's an economic argument in favour of packing the finished item securely in a crate??
The personal pleasure and customer satisfaction of a personal handover has to count for something too though...
