I don't think you could get through the metal detector with a Thermacare wrap stuck on. They contain metal bits that react to the air to produce the heat. Seems to me that it's enough to set off the WTMD.

Probably would be better to stick it on you once through security.

I love ThermaCare wraps, too -- except I think they kinda look like giant sanitary napkins. That kind of amuses me.