Any on line hydro shops that I have bought stuff from have always shipped their packages discretely. Like with just an address and no company name, in a plain box. If your worried, you might ask them. I'm sure they would go out of their way to accommodate a new customer. And if they don't, you probably don't want to buy stuff from them anyway.

And did stinky mention "don't skimp on the ventilation"? This is a big one. I like to tell people to plan on spending at least as much on venting as they do on lighting. Nothing like tearing apart your grow room, twice, to put in the proper ventilation.