Depending on how valuable / fragile the building is really affects how it's packaged. When we ship completed structures, we use the two inch white styrafoam and cut it with a hot foam knife to perfectly fit the structure - much like the old foam cradles engines came packaged it. This ensures there will be very little or no movement inside the box.
Loose material (peanuts) will shift in transport possibly causing the building to shift to the outside edge of the box. You can jam peanuts up tight against the structure like you can an engine box, etc.
Those air bags ? - had many packages show up where they've somehow gotten poked and deflated leaving the item inside free to float around.
Lastly - no matter how you pack it, assume it's going to be handled roughly .... no matter how many fragile stickers you put on it (I seriously think those fragile stickers entice the guys on the loading docks to see just how fragile it really is !)
If you're comfortable enough with your packaging to toss it across the room - you shouldn't have any problem. Things DO get dropped off of trucks, conveyor belts, etc.
If it takes you an hour to package it properly and half an hour for the next guy to unwrap it, fine - at least it will be in one piece. There's no such thing as overpacking.
Mark.