When I send them in the mail (which I do rarely but it does happen) I sandwich them between two taped together pieces of thin wood. That means it's no longer a very thin envelope but it increases the chances of safe arrival. They also always go registered.
Every SD card I have gotten has arrived in a case. I'm sure there are exceptions, but you can also buy them cheaply (there's a 10-pack for sale as an add-on item for $4.25 at Amazon).
Since realised that I've bought both SD and MicroSD cards with and without cases. A MicroSD got bent in the post, bought as new. And a accidentally put my foot on an SD while shuffling cards.
USB sticks tend to be more robust.