Also Biseagal, note that Maelcum's webpage has been poached somehow. Many of the airlines I've flown my bike on require a bag at a minimum and they'll sometimes supply it. Check with them first. The last thing you need is to scurry packing a bike before boarding if the ticket dweeb is having a bad day. While just handing it to them may seem a good option having seen how these primates load bikes, you're begging for something getting pooched. Loose bars and and exposed bike mean stuff will get caught up if they're all stacked together. I've seen a huge pile of bikes come crashing off a conveyor because they got tangled up. I've used a tarp and packing my bike similarly as shown here http://www.jimlangley.net/wrench/boxabike.html or here
http://www.adv-cycling.org/features/boxingbike.cfm

I've generally used a tarp although some people advocate clear plastic because they think if people can see it's a bike then there less likely to pitch it around. Carry on your saddle and post.