Excellent practical advice from LTN Phobia and others. I will add one other bit of advice:
- Don't overdo the chase-up process. Make sure your WorldTracer information is up to date, by all means check it twice a day (but frankly it will probably be inaccurate), then just leave it. You can spend hours on the telephone chasing it, but typically it makes little or no difference. Your mobile phone may (or may not) be used by the courier company to let you know about dropping off your delayed bags, but it's very much a case of leaving it to others to sort out.
As for your general point, if this was a point to point trip, no stop offs or connections, then you were very unlucky not to get your bags, that really doesn't happen very often. Connections are the weakest link. I always feel a bit left out in the "delayed luggage" anecdote department, it has never happened to me, but most of my frequent flying colleagues have a tale or two - but typically not that many of them, on the whole.
Stuff happens. Any airline, anytime.