I've had a guitar shipped to me with no case (one that I bought on jemsite, incidentally) and it was fine, but I wouldn't want to make a habit of it. It was a cheap guitar, so I didn't stress over it, but I wouldn't ship an expensive guitar without a hard case.
I would check the policies of the shipping company too. I would guess that they won't insure a guitar that's being shipped without a hard case.