For background, I shipped leftover sheet metal parts to the states of Washington (via Fed Ex Ground) and Main (via Greyhound bus) from Arizona. Greyhound requires that the recipient travel to a designated location to pick up the shipment (in the case of Maine it was a truck terminal.) Both shipments cost about $45-$50.
You can buy aftermarket fenders on Ebay for about $35 with free shipping. I don't know how they do it, but the seller claims it is true.
I think if you are persistent with Ebay or Craigslist sellers in the desert southwest you will find sellers willing to ship to you. It is true that you will likely have small dings on the used parts, but you will also have small dings with the aftermarket parts, since they ship without good packaging. Any body shop can work out small dings without much trouble, or you can do it yourself with some Harbor Freight body tools.
If you are just building a driver quality truck, then aftermarket parts are probably OK for your purpose. If you are particular with fit and durability, then you will want to look for used OEM parts. If you need a lot of sheet metal, you are better off buying a used truck with a good body and have it transported to you (maybe $800 shipping?.) You can search CL in the southwest cities (Phoenix, Tucson, Albuquerque, El Paso, etc.) and find good trucks with mechanical problems for $1000 or so. Take the parts you need and sell the rest locally - you will likely break even if you get a good truck. This is worth some CL research.
I still have an 81-87 left inner fender(did not need it on my truck) but nobody wanted to pay shipping on it.
