Well I discovered an extra complication to the problem. There were 4 of us travelling: 3 suitcases and 2 wheelchairs. Apparently because of weight restrictions flying into EYW, you can only have 1 checked bag per person, period.
We got the 3 suitcases and 1 wheelchair checked in, but the agent said we couldn't check in the 2nd wheelchair, we'd need to bring it to the gate, where they'd gate check it for free. [But it still ends up in the baggage compartment, so what difference does it really make if they counter check it or gate check it??].
Although most of the time it was underneath one of the wheelchairs family members were being transported in, it was still a hassle to deal with it in the airport. It was particularly annoying at ATL, where the gate agent just told me to leave it at the bottom of the jetway (it had a pink gate tag on it), but then the flight attendent leader pages me to come claim my "black duffle bag that's sitting outside the plane."
Jeff