In the USA, if you get one CD, they send it by first class mail. Your CD will arrive in 3-5 days.
If you get more than one CD, they send it by priority mail. Your CDs will arrive in 2-3 days. You can even have overnight shipping!
Outside of the USA, CDBaby uses Global Priority Mail. Sometimes they take only 2 days! Usually, 5-6 days. CDBaby can remove the plastic "jewelbox" around the CD, and send you just the CD and paper artwork if you want. This saves you not only postage, but usually won't be opened by customs, either.