I am a photographer, so I carry on my camera gear, and check most of my dive gear. The one exception is my regulator which I carry on.
I have my stuff insured, and if my gear goes missing, I would rent. If you have the space and a way to carry on you gear, sure do so. In my case I use my available carry on weight for camera gear which for me is more important than dive gear as I can not rent good camera gear, but I can dive with rental stuff. If you are a person that has a hard fit for a wetsuit then that would be a good thing to include in carry on.
I carry on my reg because that is one item that I feel is worth having in good repair. I'd carry on my BC if I could find a way. On my last trip to Coz, one divers bags went missing. They delivered them them the next day, so while they were upset, in the end it was good. I've read that Bonaire is famous for delaying gear.