As far as I can tell, it's possible to change the delivery address at Avalon, so the device will be directly delivered to you.
Nope.
http://store.avalon-asics.com/No Address Change - Unless it is a special case no address change will be allowed, please allocate time correctly to handle the delivery of these units, There has been too many people attempting to sell these units and changing their shipping address. You can choose what to do with them after you receive them, but whilst they are still in our hands they will go to the address the order was originally intended for.