I don't frequently check bags when I fly, but this time around I needed to check a 50 lb bag of tools -- paying $25 each way was a lot cheaper than paying $4-500 to buy them at the other end.
LaGuardia has a great system -- you get a tag from the airline desk, and you carry the bag to the TSA guy who tosses it into the big x-ray machine in front of you. If there's anything suspicious, they can check it in front of you and resolve the matter right there. No worries about theft, etc.
Denver OTOH, has you hand the bag in at the airline counter and it gets scanned somewhere else inside the airport. Of course, I ended up with a zip-tie on the bag, a jumbled mess inside, and a note from TSA. Fortunately, everything was still there. No surprise: it probably looked a bit suspicious on the x-ray, but why don't all airports have a system where they can examine the bag in front of the owner to avoid sticky TSA fingers?
As rough as NYC is around the edges, a lot of ways things are done here actually make more sense than in the rest of the world

Interesting trip, but glad to be home!