About 80% of the items I've ordered from Amazon have come in a cardboard box, usually shrunkwrapped to a cardboard backer, and tossed into the box.
The other times, it's come in a bubble mailer. I think it depends on the item and which warehouse it comes from, though it's only been 1-3 games/movies that have come in a bubble mailer.
Shipping-wise, even with Super Saver Shipping, most of the time, it's come via USPS Media mail, though more than a few times, it's been UPS shipping. Usually, if the order isn't 100% games or movies, it comes UPS usually without fail. I've found a few cheap items to toss in as filler that weren't movies or games, and that usually triggers the item coming via UPS.