I have a plant nursery license mostly just so I can legally ship plants, I pay $150 a year and get inspected for bugs, but it removes a lot of stress I would have to endure as far as packages being "caught". On the other hand, I have a friend that lives in Michigan who also runs a small in house nursery but Michigan does not require nursery licenses for people selling houseplants, so he wouldn't be able to get one if he tried. I would suggest calling your state Agriculture Dept and see what your particular state requires. As RSS says, most people don't bother and just ship plants illegally, but I would rather play it safe.
On a side note, most state laws I've read say you should have an invoice inside the box stating what the contents are, but I've never seen a requirement for a stamp on the outside other than states that require phyto like CA.