I am a fairly inexperienced traveler compared to most posters here, but I too have never lost luggage and only had it delayed a few times. I think that it's not all luck. You can do a few things to help push the odds in your favor:

- Don't check luggage at the curb if you can avoid it, always place it in the hands of an agent who throws it onto the conveyor
- Always check that the agent prints out strips with the correct destination on them, and puts your strip on your bag before you leave the counter
- Buy good quality luggage that isn't going to fall apart in handling