I generally do everything I can to avoid checking a bag on my outbound flights. I'm often taking necessary gear that cannot be easily replaced, if at all, at my destination. I strive to keep the weight down at all times; it's never an issue on my outbound travels.

On the return, if I've kept the weight and volume down, there's really no advantage to me to check the bag and face the risk of it getting lost or damaged. OTOH, depending on what I may have picked up, I may end up checking a bag. More often than not, it isn't because the items won't clear the checkpoint, it's the bulk or the weight or the density that likely will trigger a bag search. I'm particularly fond of bringing back lots of rocks and books. Any bag search is an opportunity for something to go wrong.