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I would like to set up a selection of shipping choices, priority mail and the first class mail. What is the best approach that the Paypal can offer?
PayPal's Website Payments Standard Integration Guide explains how to setup shipping methods in your Account Profile. The guide can be found here.
Note, there are no direct links to any of the shipping services, the fee ranges that you setup, regardless of method, will be your best guess costs. This is all explained in the user guide.