Yes---it is a good idea to use a mailing service that will track anything you mail to the IRS or state, so that you will know they received it. You can use FedEx, UPS, certified mail, etc.
The IRS and likely the states have special addresses to use for private delivery services such as UPS, FEDEX, etc. Private delivery services normally require a street address.
Here are the IRS addresses to use for private delivery services:
You will see 5 IRS processing centers there. Which of those 5 to use depends on what state you live in. See this IRS page to see which IRS processing center your state is supposed to use:
If you intend to use FEDEX, UPS, etc., then in order to get the private delivery service addresses for your states, check with the state DOR websites, or phone the particular state tax agency.