I know you're supposed to "keep refrigerated"--any spoilage concerns with shipping these cross-country?
No. A lot of craft beers have this message on them (Surly, for example) but don't seem to suffer from a bit of travel. That said, send it at an optimal time when it isn't hot. This is a great time of year to be shipping beer.
I was actually wondering about this while I was at work, earlier. I have a couple of shipments going out tomorrow. I know that double boxing (box in a box surrounded by packing peanuts) are a buffer against bumps and drops. Wouldn't the foam peanuts act as insulation as well? I try not to ship when its supposed to be crazy hot. Those can become ovens in the summertime.
Milk stouts don't have milk, they have lactose, e.g. milk sugar, and unless the beer is contaminated with Brettanomyces or bacteria, the lactose is not fermentable by beer yeast. Anyone telling you not ship a milk stout doesn't have a clue what they're talking about.