You can arrange for all post that needs to be signed for or is too large to go through your post box to go direct to your local Post Office, for those times that you're not in. You need to set this up with your local delivery office, I think the details are on the card that is left through your door. I doubt your local Post Office would be very pleased about receiving mail addressed to you at their address when you're not resident or work there.
Also, if items are addressed to the local Post Office then it would not be a Local Collect. At least with Local Collect you know that the Post Office sign for the items left with them. They then scan them into their system and when you collect them they are scanned out. This way there is always a record of your item and where it is.