Yes, this is why I pick mine up at the con.
There's a lot of risk involved in getting them mailed. Making sure you wrote down the right address, worrying about if the person on the other end wrote it down right and mailed it to the same address, if the post office didn't lose the badge or got shipped on the wrong truck, hoping the mail guy put it in the wrong box (happens quite a bit here, actually). Then paranioa sets in, wondering if someone got to the mailbox before you did and took it for their own purposes, it might have spontaneously combusted, or your parents might have thought it was junk mail and threw it away.
I get there as early as I can, but getting in the door first doesn't mean you'll have more to do. You still have to wait for everyone else to get in before they can take pictures or set up for panels.