I use DHL ecommerce too. Works great. They have a proof of pickup service as well as a proof of delivery service. Proof of pickup is enough for paypal protection, but not ebay protection.

I mostly use the proof of pickup service for Japan, New Zealand, Europe and North America so that I could lower the price on international shipping. Then I built losses into my CODB (cost of doing busienss) model. I think that because the DHL labels look official, it keeps people pretty honest though. I only offer tracked proof of delivery service for the rest of the world. I don't think I have had a lost international package all year and I ship 10-20 per week.

Everything you are doing looks pretty good to me, except I would offer a buyer paid express option for domestic too. You might want to also put in a disclaimer about it being the buyer's responsibility to know and pay their countries customs and duties taxes. As for mentioning in your listings the reason your postage is so high, you can note it as a postage and handling charge and leave it at that.