Flying with one in your carry-on is illegal for regular people. You can check one in your luggage but there's some special rules that sometimes the TSA and airline staff aren't familiar with (you must use a lock that is not TSA approved, you're not allowed to let TSA or airline staff borrow the key, stuff like that). The only time I traveled with a gun it was simpler (and cheaper!) to just mail it to myself.

Yeah, that's pretty stupid. It should never be cheaper to mail something small, like a gun, than to carry it with you.