You do not need to you Etsy's integrated shipping - it is just an option/tool to use. Just be sure to mark the order as shipped in order to release the funds from it. FYI - you do not need to know the shipping cost to purchase a label though Etsy, you DO need to know the weight of your package though. You enter in the service (first class, priority, express, etc) and the package weight and it will calculate the rate for you.
You may want to look into online shipping through Etsy, Paypal or another service as you get discounted shipping rates and free delivery confirmation by doing so. If you are taking your packages to the PO counter you are paying retail rates for both shipping and delivery confirmation (what is it about .80 now for delivery confirmation). If you ship a lot, you will save quite a bit of money