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Crating is the most expensive way to transport a piece of art or furniture, but also the safest. Many art and antiques shippers will take care of crating your pieces for you, but if you are confident in your handiwork you can do this yourself and save some money.
First, wrap the piece well in a shock-absorbent material. Bubble wrap may be sufficient, or you may prefer blankets -- not the kind on your bed, but special oversized quilts which provide cushioning for large items in transit. You can get these at truck rental companies or from any vendor of moving supplies. (Note: Keep bubble wrap away from painted surfaces with a layer of paper or cloth.)
For extra protection, use heavy-duty stretch film to hold the shock absorbers in place around the item.
In most cases, you don't need to build a solid wood crate. Instead, build a frame of 1/4-inch wood or strandboard (OSB) with an open top and line it with a solid cardboard box. Line the box with solid 1/2-inch polystyrene foam (you can buy this and cut it to size for each side of the box). Add a layer of packing peanuts, place your item inside, and fill with peanuts. Top with a layer of polystyrene foam, then a layer of cardboard, both taped into place. Finally, construct the top of the crate and nail it into place.
If all this sounds like a lot of work, hire a professional packing company to do the work for you.