i've checked car seats many times, partly to save the cost, but more because i'm uncomfortable with what they have at the rental places. try babie'r'us or babycenter, or even amazon, for something like "baby seat bag" or "baby seat carrier" (come to think of it, we got ours at right start). they run about $20-30 i think.

i suppose you could check the seat without a bag, but risk getting it dirty, losing the straps/latch, etc. also, we stuff the bag with diapers, saving the room in our other bags.