I never ever check a bag. Always carry-on only (a 40L North Face rucksack, rather than a wheelie). It fits well inside standard hand luggage dimensions on most airlines and looks small enough not to be checked on the rest. I did get it weighed once on an Air Asia flight but the agent simply shrugged and said "that's fine" (it was around 1kg over). I've done three weeks in Australia and New Zealand like this, and often 10 days in the US, in all weathers. Usually, my bag is even half empty on the way out, but fills up as I collect stuff when away. Why do I do this? So my bag is always in my view, no risk of the airline losing it and straight out the airport upon arrival. When I'm dashing around sightseeing, the last thing I want to do is wheel a case behind me, or leave it somewhere where it could be tampered with. It'll even just about fit under the seat in front if the overheads are full!
I've managed to convince my girlfriend to do likewise on an upcoming 10 day trip to Asia... we'll see how that one goes!