If you have an eCommerce website, you have to decide if you want to ship internationally or not.   In general, if you are in the United States and are just starting out, I would recommend shipping only domestically first.  After you feel comfortable with processing and shipping orders, then you can try shipping to Canada and Mexico and then to Europe and Australia.  

Setting up international shipping would involve extra complexity and configuration in your shopping cart. And there may be extra paperwork involved when you take the package to your shipping provider as described in this article on practicalecommerce.com.  One of their podcasts linked here did mentioned that USPS is recommended due to it lower international shipping cost and higher reliability.  Even in a simple case of shipping from the United States to the Australia, I had to fill out a custom's declaration at the USPS counter.

Furthermore, there are certain products that you can not ship to certain countries.  If the shipping is allowed, certain products may have extra custom's duties and import taxes.

You can use this tool on the UPS website or this list on the USPS website to determine which items are prohibited and which forms are required for each country that you want to ship to.

Due to the extra time and cost of receiving products, international customers might have a lower likelihood going through the checkout process. In some cases, the international shipping cost may be higher than the product itself. Of course, each store and product line is different and this may or may not be your case.

If you do decide to ship internationally, be careful of the higher fraud rate that you might encounter and consider careful which countries you decide to ship to and which not to.  This is discussed more in the article in mightymerchant.com