Congrats Chris!
I have flown with firearms to/from Florida and California several times. Generally, use a TSA lock or similar, and you'll be fine. One of the news stands at Epply sells the locks as well.
"Advertising" that you're carrying a weapon while approaching the curb or check in area is fine. It lets everyone know what you're doing and avoids any surprises (LE / security types hate surprises). And by advertising, I mean having the weapons in a typical gun case
. You won't get bum rushed or anything, and acting suspicious is a good way to get to play 20 questions. Just think opposite mentality as concealed carry and you'll do fine... you *want* people to know. They're gonna know when they scan your bags anyway... and you *have* to declare them too.
If I'm transporting pistols inside my regular checked suitcase, I usually mention that fact first thing when I get to the check in counter... again, to avoid surprises etc
.
In regards to delays or similar in a jurisdiction where you're unsure of the rules - asking the local PD isn't a bad idea (kudos for thinking btw), or you can simply 'tough it out' and stay at the airport until your next flight.