You can usually pick up the box at a local bike shop. You take off the pedals, wheels, and handle bars. If you want to protect the tubes, covering them with pipe insulation works pretty well. Something I have done is to ship the bike to the address I am going by UPS or Fedex rather than wrestling the thing through the airport. The cost is probably less that way too. A problem with shipping though is that none of the shippers is all that careful. The box will often be beaten up and sometimes the bike will be a bit damaged also. Some people buy hard special built containers for shipping bikes. However, you can insure the bike but not the carrier (or so I have heard) and the carrier costs $$$.