Up And Coming Coin Shows?

There is a significant premium to having a coin graded at a show, and if you just drop them off they'll still be sent back to you by the method you dislike. Just use Registered Mail; it's solidly controlled and the method of choice for people who send 5-figure coins thru the mail.

The TPG's subscribe to the "stealth" method of mailing; their shipments show no evidence of what they contain and are as nondescript as it gets. If you do the same, you'll be fine.

You can look up coin shows by just going to Google and typing in coin shows and the state your in. Occationally PCGS and other grading services do not have a complete listing of all coin shows. Coin World also has a coin show listing and I've found some that I go to not listed there as well. What you may want to try is going to some more coin shows and asking dealers if they would send them in for you. Of course many dealers also use the USPS. The only problem with that is they will charge you for that service.
Of course you could look up the address of PCGS, fly or drive there, hand the coin to the people there and sit and wait for their finished grading.