1. Don't ever check your luggage. It can be lost, stolen, damaged. Did you know that airport security check is not the last stop where your bag can be opened. When you give your bag to an airline employee you are sending it underneath an airplane. BUT before that, - bags are checked by TSA people. They have all the rights to open your bag if they see anything suspicious on a x-ray. Now I don't want to say that TSA are not doing a great job, but there was cases when money or items were missing after. And have you heard of this outrageous story when some TSA employee discovered a vibrator in one lady's bag - he decided to take a custom declaration form and to write an offensive note and put it the note to her bag.
This is also vital when you need to catch tight flight or changing airlines. You don't want to go pick up your bag and then go check it with another airline.... That's a no.
So, only carry-on!
2. 3-1-1 rule.
From the first rule there are some following changes in a way you have to pack:
3-1-1 meaning not more than 3 ounces of liquids (each bottle), all in one SMALL zip-lock bag. If it does not fit to small zip-lock - very high chance it will be taken from you.
1 - 1 means only one large carry-on and one small purse/ laptop bag is allowed.
3. Use luggage tags.
Tags help to locate you in case bags were lost.
I prefer using bright color tags. This is in case if I had to check my bag, it will help me to locate my bags among others' passengers. Some people use colored stripes and threads for this purpose. Some buy colored bags. I prefer business casual style and my bag is black. Having a bright green tag helps.
4. Pack light.
This is especially important for me, as I am a woman. When you travel along you will have to carry your carry-on bag with you, put it above the seat on an airplane, put for security checks etc. Often I feel uncomfortable asking men to help me with that. And sometimes there are no men around, just ladies... Light bags also will make it or break it when you are rushing to catch a flight.
This is why I try packing light. This commandment is the hardest for me thought :)
Also remember that the weight of your bag should not exceed an airline norms so you won't have to pay for extra weight (often it's not more than 20 kilos).