I never check bags unless traveling with my little ones (and that will cease when the youngest can roll a 22" carryon)
In 7 years of heavy business travel the only airline that always forced me to check my 21" B&R is Qantas (though I've had to dodge the LH and BA goons a couple of times). Not checking Probably saved me 48 hours of wasted waiting time as I always have fast track/GE. I have gone on 2 week biz trips this way. The biggest challenge is getting hotel laundry done when you don't have more than 2 nights at the same property!
Anecdote#1: Jr. Associate checks bag. Upon arrival the senior partner says "let's get a taxi. Jr. says "I need to wait for my bag. Sr says "you did What? You idiot, we have to get to the meeting now. I am leaving you here."
Anecdote#2: colleague lands at SVO, his checked bag missed connection but he doesn't know when it will arrive so he takes 2hr ride into town to hotel. Bag arrives 6 hours later, but luggage won't be delivered for 24-48 hrs. So colleague spends another 3 hours in traffic to retrieve bag.
Both true stories. Of course I don't have these problems because I don't check bags.
Anecdote#3: My outbound flight is 3 hours delayed, so I will miss connection on the only flight of the day to Lagos. I scramble to catch alternative flight, then dash 20m OJ-style through IAH just in time to board original connection. No way my bag would have made it.
Personally I am grateful if you check your bag as it leaves more overhead space when I travel economy cabin. But Don't ask me to check mine.