I hate checking my bag b/c I hate waiting around baggage claim, but when I'm traveling with my wife she always needs to check one, so I usually check mine as we're going to be waiting around baggage claim anyway, so I don't have to lug it around the terminal.
I generally fly American, where I have the AAdvantage branded credit card so they exempt us from baggage fees, or Southwest where they didn't charge.
Now, with Southwest starting to charge, I'm going to have the worst of both worlds... Still have to wait at baggage claim b/c my wife does, but will have to lug mine around the terminal.