CompuDude:I sure hope not. It's usually illegal to ship a pressurized tank, although there are exceptions. Tanks are usually shipped with the valve off entirely, and a VIP sticker you put on yourself when it arrives.
Dive Rite Express ships cylinders with the valve completely installed and a very small (like maybe 10-20 psi) amount of air to prevent anything getting into the tank. I've purchased 3 tanks from them and they all came that way. Whether or not that is officially "illegal" I have no idea. But that is what they do.
Scuba Toys ships theirs empty and with the valve loosely installed ... not tightened down. I had to tighten the valves down before taking them to be filled.
Just sharing my small amount of experience.