Long Distance Cyclist
Flying with your bicycle - the answers!
I've recently come across this site, International Bicycle Fund:
Which has some very interesting articles, links, and things on it related to various aspects of cycling.
It also has this article: Airline Baggage Regulation for Bikes
which provides the information for how much it will cost to transport your bicycle and other details, like how they want it packaged, etc.
Another excellent web site that talks about travelling with Bicycle's is George Farnworth's web site.
Lots of great info on that site most of it first hand experiences from people who travelled on a particular airline, train etc to that specific place.