Thanks ladies. I have talked to the one neighbor who was around and she spoke to her boyfriend (who was also home) who confirmed they saw a delivery guy (he thought) with a box going towards our door. We live in a condo complex so we're not on the street, but that also means there's no control over what's planted in front, and there's nowhere to hide anything.
There aren't other neighbors home, but I will continue to ask around. Meanwhile, I will continue to follow up with the shipper since UPS passed me off to them.
The really weird thing? So, the UPS stuff says it was delivered about 10 minutes before noon. I got home at 12:30 and the box that WAS there was from Amazon.com. The box that was supposed to arrive was from Target (the one that told me it had arrived and hadn't; it was sent directly from Target with a link to UPS.) So, whoever took it (assuming it wasn't misdelivered or anything) had to have come in a very narrow window, because they came BEFORE the Amazon package arrived. (I mean, who'd leave an Amazon box but take one from Target?)
So I am still hoping Target will make this right, ship it again and have it confirmed with a signature, and I will always require a signature from now on--but that usually costs more and it's such a pain if you're NOT at home to chase down the packages. Or I just can't shop online anymore.
Here's hoping Target makes it right and that none of the other packages I'm expecting get stolen.