I'm not sure how others have been packaged but the one we got was just as I'd have expected it (i.e. tied into a large pink and perspex box). My daughter couldn't have cared less anyway.
As someone else has mentioned it is quite heavy, at least for my 2 year old, but in fairness it does say its for 3+ and she quickly got used to it. She has also got used to the noise of the motor when the doll raises its arms up to be lifted; the spontaneous movement and noise scared her a little at first. (Adults find it a bit "Chucky" in general, actually, but kids all seem to think 'she' is lovely!)
My only other slight negative is that because of the way the mechanism works the doll seemed at first to need to be able to sit upright unimpeded. That means that certain (again, in fairness not Baby Born) clothes seem to upset the movement and it sometimes did a disturbing clicking while in the (not Baby Born) buggy. This hasn't been a problem recently so I suppose we've learned to accomodate.
All that said, my daughter loves her Baby. She loves the talking and the babbling and ALWAYS responds to the crying with a gentle "Baby, I'm here". She knows how to make her Baby laugh and give kisses and cuddle sounds. It has captured her imagination and provided hours of fun already. Any initial concerns are vanished (now 3 weeks later).