I fly out to Denver through Chicago and check bags with a 4pc rod and gear to visit our son and fish the South Platte. One thing to be sure to do if you do it this way is buy one of those bag locks that the TSA has approved for use. Then lock your checked baggage - the TSA can open the lock but no one else is supposed to be able to do so. If you have big bucks tied up in gear then consider some form of insurance (check your home owner's policy might even cover it that way). Having just retired and moving to Colorado, we will be making the trip out ourselves in a few months and you just gave me inspiration for fishing along the way, especially in SD. Thanks!
Bob