I would like to print a packing slip for my orders before they go to ship or invoice. Is this not possible?
You won't be able to get a ready-for-print list with Magento out-of-the-box.
Maybe there is a module out there (you can take a look at the https://marketplace.magento.com
Meanwhile, maybe, you can use something like:
You can choose which columns do you want to see on your grids.
Add the Shipping information column.
Now you will be able to see the information.
And you will be able to export the list to Excel.
I know this isn't a real solution but is the easiest way without changing things (I guess).
The alternative could be to develop your own list in the way you need.