I've looked at quotes on UPS.com and it says it'll cost me nearly $200 just one way to ship something from NY to Grenada. Comparing that to a $140 carry-on bag, I'd just as soon take my chances with the latter. I agree that checking it is least desirable option though.

I've read stories of people not having issues carrying on their all-in-one so I was really hoping to get some input from people who have done that before.