There is one very important thing you must consider. Flight connections. Where you leave from and travel to may be legal for you to possess a fire arm. I'm not even talking about concealed carry. Just possession. If you trip gets interrupted and the city you were just making a connection in is hostile to your possession of a fire arm. You have a problem. Your bag will come out in baggage claim and you cannot stop it. You have to make a decision. Leave it on the carousel and go to your hotel without your bags or pick it up. If you pick it up you are most likely a felon. The airline will not keep it for you. Most likely it is very late and you have no way to secure the bag. Don't place yourself in this position. Even if no one knows you have left the airport with and illegal weapon or if you talk the airline into holding it for you, you have to check back in to continue your flight and then must declare the weapon.
This is an important point, and something to think about when flying with a firearm, especially a handgun. You're wrong about "the airline will not keep it for you." That's what they do.
I fly with guns fairly frequently, and here's my plan.
First, avoid connections in LGA, EWR, JFK. Too much risk of missed/cancelled connection, etc. (When I was flying airplanes for a living, we used to say "never land somewhere you're not willing to spend the night.")
If I somehow find myself in the situation where I'm in one of those cities (weather divert, aircraft problem, etc) with a weapon in my checked bags, here's what I'll do:
Get off the plane and contact the airline (either at the customer service counter, ticket counter, or by phone) and find out when my plane departs. If it's the next day, then I will walk right to the exit and leave the airport. I'll return in time to check in for the subsequent flight. At no time will I even enter the baggage claim area, and if the airline tells me the bags are coming off, or that I need to recheck them, I will simply ignore that and leave the airport. The key is, I will ignore all requests/direction to pick up my bags from baggage claim. I won't argue or attract attention to myself. I just won't do it.
One of three things will happen to the bag(s):
1. They will be picked up by airline personnel at baggage claim and placed on my subsequent flight (most likely scenario). Baggage tagging/tracking has come a long way. Best outcome.
2. They will be picked up by airline personnel at baggage claim, held at their baggage office, and after some time placed on another flight to my destination and delivered to me there (very likely scenario). A very close second-best outcome.
3. I will never see them again. I file a claim with the airlines and my insurance company, and get all, some, or no reimbursement (least likely scenario, but a possibility). This is the worst,
but still an acceptable, outcome.
I'm fully prepared to accept the worst case scenario, i.e. losing my firearms and not being reimbursed. The most expensive firearms I own cost less than the retainer any lawyer would charge to even take my case, or the impact on my job of being detained, etc.
Again, it's not for everyone, but it's my plan, and I'm comfortable with executing it.