Sorry to hear about your troubles. I work for a company that does a lot of business with UPS, and this happens frequently.
You can do a couple of things:
Check with your neighbors. They misdeliver. A LOT.
Is there like an East/West/North/South in your address? If so, it may have been delivered to your address, but on a diifferent East/West/North/South street.
Check your backyard. they put them in weird places sometimes.
Ask for a trace to be put on the package. They SHOULD be able to send the driver out to show you where it was left.
Hope everything works out for you!