I usually just send to the shipping address on the order, I assume that the buyer knows what they are doing. If not, they shouldn't be ordering.
I did have an interesting situation not that long ago, I received notification that I sold a VHS and the shipping address was different that the buyer address, no big deal.
I received a message from the buyer requesting that I do not include the packing slip in with the order, fine no big deal. I figured he was buying a video for a friend or something and having me ship it to them. I responded and said I can do that no problem.
He messages back and says thanks, and explains that this person bought this VHS from his Amazon store and when he went to retrieve it off the shelf it wasn't there. Instead of being honest with his customer and saying that he didn't have the product and just cancelling the order (which is what I would have done). He orders it from someone else and requests it be shipped to them. I sold this item for $1 (it was a Denise Austin VHS). He basically admits that he sells his VHS at a minimum of $2.99, so he likely priced his item much higher and when he discovered he didn't have it he goes and buys it cheaply from someone else and still maintains his profit.
Finally, in order for me to receive the highest feedback possible, he requests that I put his shipping address on this package instead of mine. By the time I learned this I had already packed it up, so I wasted a mailer which I guess isn't a huge deal but by this point I was annoyed and nearly told the guy off and cancelled the order. But I didn't want my feedback rating dinged, so I complied with his request.
All this for a $1 VHS. Normally I don't have issues with selling on Amazon, but my thought is to sell off the last of my stuff I want to sell and just quit doing it. In some ways it's becoming a nuisance.
Sorry...I derailed from the original topic a bit, but just thought I would share.
BTW...he never did leave me any feedback.