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You can skip out on the ultra-rough handling that airline baggage receives and instead get standard abuse that normal shipped items receive by just shipping it. It lets you avoid potential BS from security - like Clownshoes mentioned too.
I'd suggest bubble-wrapping the models individually - roll them in bubble wrap, tape it shut. Stick them in a box - ship it to your destination. Make sure it's a solid box that can withstand something heavy being tossed on top of it. If your models don't fill up the box, add wadded up newspaper. Bouncing around is what causes the most damage - usually due to rough handling.
Don't bother labeling anything as fragile. It just makes the package a target for disgruntled workers.
I recently sold a fairly large well painted pewter and resin collection of minis - some quite fragile - and only 1 model lost an arm. Faster shipping methods have fewer switches (less handling) so are less likely to be damaged.
I've found that first-class packages survive more frequently too, but there's a weight requirement - under 1 lb. The first-class packages travel together I assume. Since they're al <1lb, they really dont damage each other.
Once you get > 1 lb, your package can go Priority 2 day mail, but your package may be stuck with 70lb boxes of rocks and such.
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