If you enjoy cycling I highly recommend riding Amtrak somewhere you'd like to explore by bicycle with your whip checked "trainside" where it's fully assembled and ready to ride.

There's something magical about getting off the train in a different state with your bicycle ready to go no worse for wear. Especially at smaller stations, where the conductor or luggage handler will directly hand you the bicycle from the luggage car. It's just such a personal and practical experience compared to flying.

This fall I rode the Zephyr from CHI to SAC with my Ibis Mojo checked, with just a backpack and helmet. The conductor handed me my bike at the luggage car in SAC, and I immediately pedaled right out the station, through town, and along the American River for a beautiful day of riding east into the Sierra Nevada towards my friends' home in Pollock Pines. No TSA, no implications of being some kind of terrorist or criminal, it was rather incredible by today's standards... especially considering it cost me like $120 for the ticket+checked bike.

Edit: I also just wanted to remind folks that train stations have the luxury of residing smack dab in city centers. Good luck de-planing with a bicycle directly into an urban center. On a train it's basically the default.