I A-List standby a lot, and almost always with a bag. 85% of the time I'll just bring it to the gate with me and gate-check it (it's fairly large and I don't feel like lugging it along more than necessary, even though it does/has fit in the overhead). But if I do have to check it (liquids, usually) I'll take it to the full-service counter, let them know I want to go standby, and they'll check it on the next (direct) flight to my destination (unless you're unlucky and get a CI agent that doesn't think they can do that, at which point you call for a Supe).