I bought an additional wheelie bin from the council, fitted a metal hoop to the outside, attached to a piece of wood inside for strength, and chained it to the wall of the house (so it can't be removed).
I then attached a hasp (the sort for fitting to a shed door) to the lid so it can be locked with a padlock. Put a sign on it "deliveries" and a note just inside the front window asking for deliveries to be put in it and the padlock secured.
I has been working very well for the last couple of years. It has the obvious limitation that it can only take one delivery a day,, as once the padlock is closed it is secure until I get home but that isn't normally a problem, although according to Amazon, I seem to average around 100 orders a year, so it gets a fair bit of use, with eBay, and my wife ordering stuff as well!
I have also put an empty cardboard box in the bottom to effectively raise the floor, as otherwise it was impossible to reach small parcels in the bottom of the bin.