I had a rifle not follow me on a Delta flight through ATL a couple decades ago. Really pissed me off because they then delivered it to my barracks, of course the coddling commands expected us to clean the shit out of a M60 or 249 in the barracks but the horror of me having my M1 Garand there... Mine didn't follow me because I took a voluntary bump to a later flight for cash that was nearly a whole paycheck for me, but my rifle didn't make the baggage cut for some reason. The last bag of mine that didn't follow me was because of a connection overseas between two different airlines, those Swiss aren't as efficient as they would like us to believe.
The best ways to ensure your baggage goes with you:
- Have no connection be under an hour, longer this time of year where weather delays are common.
- Stick to one airline and if you change carriers, ticket them separate if you're concerned about what's in your bag.
- Clear check-in at least two hours before your flight, that means be at the airport three hours prior at a minimum.
- Fly big carriers, never the budget options if possible. SW marginally makes this cut in my book. I would never fly Frontier or Spirit (wouldn't fly them ever anyhow) with checked baggage as their ground staff are as cut rate as their seating. Alaska is decent, I never use JetBlue because they always try to route me through JFK and I despise that airport.
- To add to the above, never, ever, ever fly with firearms through NYC (JFK or LGA). Ever.
- Always be on their frequent flyer system, even if you rarely fly, as this gets you a tick better treatment at a minimum. While I almost exclusively use United over the last decade plus of working away from home, I still have an account with pretty much every airline.
- Drive whenever possible, this is my solution whenever going with firearms.
- Above all, be VERY nice to the desk staff on all ends. Your baggage problem is never that specific person's fault, but getting it to you can very easily be their doing because they went above and beyond. They're underpaid and disrespected regularly, a smile and small talk goes a long way to making them want to help you get your bag back fast versus you getting your bag at the tail end of them almost getting written up for it.
I fly every week to and from work, so I have a good bit of experience with this. As for GPS trackers, remember they don't work indoors and you're never going to walk to it yourself in the first place anyhow.