1: Start here to find a UPS location near you. Customer centers are most ideal, but UPS Stores and Access Points are also good delivery endpoints.
2: If not a customer center, check with the location to ensure that they'll accept your package. Some stores do not do this by default. They will also be able to tell you whether a pickup fee is charged.
3: List the exact address of that location on your order. Put the location type in the company field, such as "UPS Customer Center". This is not required, but helpful.
4: Watch your tracking info once you have it. Most UPS locations will generally only hold a package for five business days before returning it to the sender. It is also not likely that they will contact you directly when your package arrives; it is your responsibility to know when it is ready for pickup. UPS My Choice is a fantastic tool for this; see this article for more information.