> It's been 5 years since an airline has lost checked luggage for me.

It hasn't even been two weeks for me, although my luggage arrived the next day. I remember on Slashdot hearing the advice of always packing a firearm (even a starter pistol) in checked luggage when traveling domestically—not only is it legal, but the BATFE gets involved if the airline loses your luggage, so the airline is very careful not to lose your luggage.