I'm on the other side, in Europe ;) Have ordered a lot of things, and many of them are bubble mailers and some of them are boxes.
For jewelry it is offcourse importent to wrap them good, because I think people sit or stand on the packages during shipping ;) so if you use a bubble mailer, put the jewelry in a gift box for protection. And if you use a box then put in paper so it won't slide.
Had same problem figuring out what's best for shipping. I've checked with other shops here on Etsy, saw how they ship. Also important is your pollicies! check other stores about shipping overseas and what the seller is not responsible for. Like customduties etc.
best to learn is to just do it ;)