Last summer I went to New Mexico riding and rented a hard case from a LBS. ($25 bucks rental) Everything went well but cost $75 each way to fly the bike. Some airlines are cheaper but we didn't have much choice.
Had to remove both wheels, pedals, handlebars and seatpost. If you do get a hard case, go to a hardware store and get one or two pieces of foam pipe-wrap. It comes in different diameters. They are ten foot lenths and are cheap. Works great for putting over tubes for extra protection. My bike went to NM and back without a scratch.
P.S. We're going to Colorado in two weeks to ride too.
