I try to buy the colored multi-pack and put one of each color into an outside pocket. I did have TSA open my bag once, and they replaced the tie with a different color. Don't make the loop too tight and you can break it by inserting a hotel pen and twisting it. Of course it may break the pen too, but it is a hotel pen so who cares. If I know I will be checking a bag round trip, I will put a cheap ($3) leatherman tool in the outside pocket since they can come in handy on the road.

Why bother? I figure it helps reduce the chance of the zipper getting pulled open and dumping the contents of my luggage all over the tarmac. It may also send a thief on to the next easy target without a tie, or with a TSA lock they have a key for.