If your Web browser supports it, you may even be able to save a step and avoid copy and pasting. Firefox lets you highlight your tracking number, right click, and select the "Search Google for"..." option.
If you've entered a valid UPS or FedEx tracking number, Google's first result will lead you directly to tracking info for your package.
When you read Gmail messages on the Web, Google will automatically create a link, if the sender didn't create one for you.
