We usually take the umbrella stroller and leave the big one behind. Makes it easier to handle since you're dealing with luggage as well, and it folds quite neatly to go through the x-ray machine.
99% of our flights with strollers, we've never had a problem. Stoller gets tagged for gate delivery and someone from the airline takes it at the door to the plane, and you get it back at the same spot on the other side. The small umbrella stroller has even fit in the overhead bin without a problem.
1% of the time, flying on MH fomr KUL to LHR the check-in agent at the counter refused to allow us to gate-check the stroller sinde they claimed that it was impossible to do such a thing, despite the fact that we'd done it many times before on MH. They were very clearly wrong, so if you ever get an agent that insistis it must go as checked baggage from the start make sure you get a supervisor involved to clear it up.
Since then I always make sure to double check the airline website and print out a copy of their official policies regarding small children.